+7,787.5%
MDT vs CRS
+9,806.3%
-2,018.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +2.8% | -18.1% | +20.9% | +6.1% |
| 3M | +13.1% | -12.4% | +25.5% | +14.9% |
| 6M | +2.3% | +15.9% | -13.6% | -1.3% |
| YTD | -2.7% | +45.8% | -48.5% | -10.0% |
| 1Y | +0.9% | +87.8% | -86.9% | -11.4% |
| 3Y | +26.8% | +648.7% | -621.9% | -15.6% |
| 5Y | -19.5% | +1,416.6% | -1,436.1% | -54.2% |
| 10Y | +40.6% | +1,412.7% | -1,372.1% | -27.3% |
| All | +7,787.5% | +9,806.3% | -2,018.8% | +2,502.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling