+37.0%
MDT vs CRS
+1,392.1%
-1,355.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -3.4% | -6.8% | +3.4% | -2.3% |
| 30D | +0.2% | -16.1% | +16.3% | +3.0% |
| 3M | +14.3% | -21.2% | +35.4% | +18.1% |
| 6M | +4.0% | +8.7% | -4.7% | +1.3% |
| YTD | -3.7% | +41.0% | -44.6% | -10.5% |
| 1Y | -0.4% | +82.7% | -83.0% | -12.2% |
| 3Y | +23.3% | +604.8% | -581.5% | -19.4% |
| 5Y | -18.9% | +1,384.7% | -1,403.6% | -56.2% |
| All | +37.0% | +1,392.1% | -1,355.0% | -32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling