+642.2%
MPC vs CRS
+1,417.0%
-774.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | +5.4% | -0.2% | +5.7% | +5.5% |
| 30D | +31.0% | -16.6% | +47.6% | +35.9% |
| 3M | +46.0% | -3.5% | +49.5% | +45.6% |
| 6M | +77.3% | +15.4% | +61.9% | +67.5% |
| YTD | +141.9% | +51.2% | +90.7% | +112.3% |
| 1Y | +120.9% | +98.3% | +22.6% | +78.5% |
| 3Y | +182.7% | +651.5% | -468.9% | +50.1% |
| All | +642.2% | +1,417.0% | -774.8% | +189.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling