+3,101.0%
MPC vs CRS
+1,043.0%
+2,058.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.3% |
| 7D | +5.4% | -0.2% | +5.7% | +5.5% |
| 30D | +31.0% | -16.6% | +47.6% | +39.9% |
| 3M | +46.0% | -3.5% | +49.5% | +45.5% |
| 6M | +77.3% | +15.4% | +61.9% | +60.8% |
| YTD | +141.9% | +51.2% | +90.7% | +94.9% |
| 1Y | +120.9% | +98.3% | +22.6% | +55.8% |
| 3Y | +182.7% | +651.5% | -468.9% | +2.4% |
| 5Y | +646.4% | +1,411.1% | -764.7% | +79.8% |
| 10Y | +1,138.7% | +1,424.3% | -285.6% | +156.3% |
| All | +3,101.0% | +1,043.0% | +2,058.0% | +585.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling