-21.0%
MDLN vs CRS
+39.3%
-60.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -4.6% |
| 7D | -11.5% | -4.1% | -7.4% | -10.9% |
| 30D | -7.6% | -16.6% | +9.0% | -5.4% |
| 3M | -11.4% | -14.3% | +2.9% | -10.2% |
| 6M | -24.5% | +11.6% | -36.1% | -25.5% |
| YTD | -22.9% | +42.6% | -65.5% | -20.7% |
| All | -21.0% | +39.3% | -60.3% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling