+1,298.7%
CRDO vs MMM
+37.9%
+1,260.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.4% | +1.0% |
| 7D | -4.5% | -2.1% | -2.3% | -3.4% |
| 30D | -39.2% | -9.8% | -29.4% | -36.0% |
| 3M | -38.5% | +4.9% | -43.4% | -40.0% |
| 6M | +40.6% | +7.3% | +33.2% | +35.0% |
| YTD | +13.2% | +4.5% | +8.8% | +8.9% |
| 1Y | +2.3% | +5.4% | -3.1% | -2.3% |
| 3Y | +942.5% | +98.6% | +844.0% | +620.5% |
| All | +1,298.7% | +37.9% | +1,260.8% | +1,247.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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