+1,339.9%
CRDO vs MLM
+40.7%
+1,299.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.4% |
| 7D | -18.8% | +1.4% | -20.2% | -19.7% |
| 30D | -32.9% | -6.5% | -26.4% | -30.5% |
| 3M | -24.5% | -7.4% | -17.1% | -22.7% |
| 6M | +52.7% | -15.8% | +68.5% | +65.3% |
| YTD | +16.6% | -17.4% | +34.0% | +26.2% |
| 1Y | +13.7% | -17.9% | +31.6% | +22.7% |
| 3Y | +959.0% | +18.9% | +940.2% | +794.4% |
| All | +1,339.9% | +40.7% | +1,299.2% | +939.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling