+9.7%
CRM vs MDB
-2.1%
+11.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.6% |
| 7D | -8.1% | -2.8% | -5.4% | -7.5% |
| 30D | +23.1% | -14.9% | +37.9% | +27.8% |
| 3M | +42.5% | +7.3% | +35.2% | +39.5% |
| 6M | +25.3% | +38.2% | -12.9% | +15.3% |
| YTD | -7.8% | -10.9% | +3.1% | -7.9% |
| 1Y | +1.0% | +11.6% | -10.6% | -4.1% |
| All | +9.7% | -2.1% | +11.8% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling