+5,760.6%
CRM vs MDY
+714.0%
+5,046.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.1% |
| 7D | -4.4% | -1.9% | -2.6% | -2.6% |
| 30D | +28.1% | -4.6% | +32.8% | +34.3% |
| 3M | +48.8% | -1.2% | +50.1% | +50.0% |
| 6M | +28.3% | +9.2% | +19.0% | +15.3% |
| YTD | -6.0% | +13.1% | -19.1% | -18.8% |
| 1Y | +1.4% | +13.0% | -11.6% | -12.5% |
| 3Y | +11.8% | +49.2% | -37.4% | -28.7% |
| 5Y | -2.0% | +47.2% | -49.3% | -35.7% |
| 10Y | +239.6% | +176.0% | +63.7% | +6.3% |
| All | +5,760.6% | +714.0% | +5,046.6% | +453.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 all: compounded portfolio wealth divided by compounded MDY 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…
all analysis · Full analysis span regression · 6 months rolling