-0.8%
CRM vs MDB
-25.4%
+24.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.1% | +2.8% |
| 7D | -4.4% | -1.8% | -2.7% | -4.0% |
| 30D | +28.1% | -17.3% | +45.4% | +34.7% |
| 3M | +48.8% | +2.2% | +46.6% | +47.0% |
| 6M | +28.3% | +33.9% | -5.6% | +17.1% |
| YTD | -6.0% | -13.7% | +7.7% | -5.0% |
| 1Y | +1.4% | +9.1% | -7.6% | -4.4% |
| 3Y | +11.8% | -8.1% | +20.0% | +1.4% |
| All | -0.8% | -25.4% | +24.6% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling