+115.6%
CRBG vs MLM
+56.7%
+58.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.7% |
| 7D | +0.6% | -0.9% | +1.5% | +1.0% |
| 30D | +2.6% | -6.1% | +8.7% | +5.8% |
| 3M | +24.0% | -9.7% | +33.7% | +29.3% |
| 6M | +50.5% | -14.4% | +64.9% | +60.8% |
| YTD | +17.1% | -17.7% | +34.9% | +27.2% |
| 1Y | +5.9% | -18.7% | +24.6% | +15.7% |
| 3Y | +122.7% | +18.1% | +104.6% | +95.9% |
| All | +115.6% | +56.7% | +58.9% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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