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  • MPC vs CRS✓SelectedUSD · CRSMPC vs CRS performance historyLatest closeAs of+2.28%09/08
Stock and ETF performance explorer

MPC vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,134.0%
CRS return
+1,306.2%
Excess return
-172.1%
Maximum drawdown
-79.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D+2.3%-3.5%+5.8%+3.6%
7D+3.9%-3.1%+6.9%+5.0%
30D+33.8%-19.6%+53.4%+44.7%
3M+49.9%-8.1%+57.9%+52.0%
6M+80.9%+18.6%+62.4%+62.2%
YTD+147.4%+45.9%+101.6%+102.0%
1Y+123.2%+82.5%+40.7%+62.6%
3Y+171.7%+648.9%-477.2%-3.3%
5Y+678.6%+1,438.1%-759.6%+77.4%
10Y+1,134.0%+1,327.0%-193.0%+147.6%
All+1,134.0%+1,306.2%-172.1%+147.6%

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