+253.1%
MDT vs CRL
+1,657.4%
-1,404.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -3.2% | +5.0% | -8.2% | -4.4% |
| 30D | +10.5% | +13.5% | -3.0% | +6.7% |
| 3M | +13.0% | +21.5% | -8.5% | +7.1% |
| 6M | +38.7% | +103.4% | -64.8% | +16.1% |
| YTD | +8.5% | +71.8% | -63.3% | -6.6% |
| 1Y | +10.0% | +97.5% | -87.5% | -8.4% |
| 3Y | +58.6% | +99.2% | -40.6% | +24.9% |
| 5Y | -0.3% | -12.1% | +11.9% | -6.6% |
| 10Y | +61.3% | +359.2% | -297.9% | -2.3% |
| All | +253.1% | +1,657.4% | -1,404.3% | +49.9% |
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