-10.8%
MDLN vs CRS
+47.8%
-58.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | +3.7% | -0.2% | +3.9% | +3.7% |
| 30D | -0.2% | -16.6% | +16.4% | +2.1% |
| 3M | +6.2% | -3.5% | +9.7% | +5.9% |
| 6M | -14.7% | +15.4% | -30.1% | -16.7% |
| YTD | -12.9% | +51.2% | -64.1% | -11.1% |
| All | -10.8% | +47.8% | -58.5% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling