-0.3%
MDT vs CRL
-12.2%
+11.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -3.2% | +5.0% | -8.2% | -3.9% |
| 30D | +10.5% | +13.5% | -3.0% | +8.0% |
| 3M | +13.0% | +21.5% | -8.5% | +9.1% |
| 6M | +38.7% | +103.4% | -64.8% | +23.4% |
| YTD | +8.5% | +71.8% | -63.3% | -1.5% |
| 1Y | +10.0% | +97.5% | -87.5% | -2.5% |
| 3Y | +58.6% | +99.2% | -40.6% | +34.4% |
| 5Y | -0.3% | -12.1% | +11.9% | -3.1% |
| All | -0.3% | -12.2% | +11.9% | -3.1% |
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