+1,106.2%
MPC vs CRS
+967.2%
+139.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.7% | -5.1% | +0.9% |
| 7D | -9.4% | +4.9% | -14.4% | -11.1% |
| 30D | -14.3% | -20.8% | +6.5% | -7.8% |
| 3M | +31.1% | -46.4% | +77.5% | +62.9% |
| 6M | +60.3% | -28.6% | +88.8% | +74.8% |
| YTD | +142.5% | -2.8% | +145.3% | +127.0% |
| 1Y | +104.6% | -6.7% | +111.3% | +94.0% |
| 3Y | +191.7% | +368.0% | -176.3% | +22.6% |
| 5Y | +549.2% | +852.9% | -303.7% | +74.5% |
| 10Y | +1,106.2% | +905.1% | +201.1% | +173.9% |
| All | +1,106.2% | +967.2% | +139.0% | +173.9% |
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