-18.3%
MDT vs CRS
+1,358.7%
-1,377.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | -1.6% | -4.1% | +2.5% | -1.2% |
| 30D | +1.0% | -16.6% | +17.6% | +2.7% |
| 3M | +15.2% | -14.3% | +29.5% | +16.4% |
| 6M | +3.7% | +11.6% | -7.9% | +1.5% |
| YTD | -3.0% | +42.6% | -45.6% | -7.6% |
| 1Y | +2.5% | +81.8% | -79.4% | -5.5% |
| 3Y | +26.5% | +632.1% | -605.6% | -7.5% |
| 5Y | -18.3% | +1,401.6% | -1,419.9% | -48.5% |
| All | -18.3% | +1,358.7% | -1,377.0% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling