+224.5%
MDT vs CRL
+1,379.5%
-1,154.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.5% |
| 7D | +3.2% | -1.0% | +4.3% | +3.4% |
| 30D | +9.5% | +10.7% | -1.1% | +6.9% |
| 3M | +16.0% | +55.3% | -39.3% | +4.4% |
| 6M | +0.2% | +60.7% | -60.4% | -11.3% |
| YTD | -0.3% | +44.6% | -44.9% | -10.0% |
| 1Y | +4.7% | +77.7% | -73.0% | -10.4% |
| 3Y | +26.5% | +37.6% | -11.1% | +9.5% |
| 5Y | -18.2% | -35.8% | +17.6% | -17.0% |
| 10Y | +40.0% | +241.7% | -201.7% | -8.8% |
| All | +224.5% | +1,379.5% | -1,154.9% | +44.5% |
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