-19.0%
MDT vs CRL
-37.1%
+18.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.5% |
| 7D | +0.4% | -0.6% | +0.9% | +0.5% |
| 30D | +6.0% | +5.0% | +1.0% | +5.2% |
| 3M | +15.5% | +50.6% | -35.1% | +8.4% |
| 6M | +3.4% | +60.9% | -57.5% | -4.4% |
| YTD | -2.2% | +40.7% | -42.9% | -8.0% |
| 1Y | +2.6% | +73.3% | -70.7% | -7.0% |
| 3Y | +27.5% | +40.6% | -13.0% | +15.5% |
| All | -19.0% | -37.1% | +18.1% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 5y: compounded portfolio wealth divided by compounded CRL 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…
5y analysis · Full analysis span regression · 6 months rolling