+1,098.3%
MPC vs CRS
+849.0%
+249.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.9% |
| 7D | -8.8% | +0.2% | -9.1% | -8.9% |
| 30D | -14.4% | -22.9% | +8.5% | -7.0% |
| 3M | +21.9% | -46.8% | +68.8% | +52.0% |
| 6M | +60.1% | -30.4% | +90.6% | +76.4% |
| YTD | +142.3% | -5.4% | +147.7% | +129.0% |
| 1Y | +101.7% | -9.0% | +110.7% | +92.9% |
| 3Y | +184.8% | +352.2% | -167.4% | +21.3% |
| 5Y | +564.6% | +852.2% | -287.6% | +77.9% |
| 10Y | +1,098.3% | +862.6% | +235.7% | +177.2% |
| All | +1,098.3% | +849.0% | +249.4% | +177.2% |
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