+257.4%
MDT vs CRL
+1,633.2%
-1,375.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +9.2% | +11.9% | -2.8% | +5.7% |
| 3M | +14.5% | +20.2% | -5.7% | +8.8% |
| 6M | +37.3% | +107.5% | -70.2% | +14.4% |
| YTD | +9.8% | +69.4% | -59.6% | -5.2% |
| 1Y | +10.5% | +99.7% | -89.2% | -8.3% |
| 3Y | +57.4% | +98.8% | -41.3% | +24.0% |
| 5Y | +1.2% | -12.4% | +13.6% | -5.2% |
| 10Y | +63.2% | +352.9% | -289.6% | -0.8% |
| All | +257.4% | +1,633.2% | -1,375.8% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling