+7.1%
CRM vs MDB
+18.3%
-11.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -0.6% |
| 7D | +1.3% | -17.4% | +18.7% | +7.4% |
| 30D | +34.3% | -2.0% | +36.4% | +35.0% |
| 3M | +37.7% | -3.0% | +40.7% | +37.7% |
| 6M | +34.9% | +48.7% | -13.7% | +19.7% |
| YTD | -1.6% | -12.1% | +10.5% | -2.6% |
| 1Y | +7.1% | +14.5% | -7.4% | +2.1% |
| All | +7.1% | +18.3% | -11.2% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling