+19.9%
MDT vs CRS
-3.8%
+23.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +6.1% |
| 7D | +10.7% | +4.3% | +6.4% | +10.8% |
| 30D | +19.3% | -25.5% | +44.8% | +18.5% |
| 3M | +22.8% | -48.7% | +71.5% | +22.8% |
| 6M | +36.4% | -31.6% | +68.0% | +32.0% |
| YTD | +12.1% | -7.0% | +19.1% | +6.5% |
| 1Y | +19.9% | -4.5% | +24.4% | +13.7% |
| All | +19.9% | -3.8% | +23.7% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling