+123.2%
MPC vs CRS
+85.3%
+37.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.5% | +5.8% | +2.3% |
| 7D | +3.9% | -3.1% | +6.9% | +3.9% |
| 30D | +33.8% | -19.6% | +53.4% | +33.9% |
| 3M | +49.9% | -8.1% | +57.9% | +49.2% |
| 6M | +80.9% | +18.6% | +62.4% | +75.5% |
| YTD | +147.4% | +45.9% | +101.6% | +132.4% |
| 1Y | +123.2% | +82.5% | +40.7% | +102.3% |
| All | +123.2% | +85.3% | +37.9% | +102.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling