+238.9%
CRM vs MLM
+213.9%
+25.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.5% | +1.4% |
| 7D | -4.4% | -0.9% | -3.5% | -4.1% |
| 30D | +28.1% | -6.1% | +34.2% | +30.7% |
| 3M | +48.8% | -9.7% | +58.5% | +53.3% |
| 6M | +28.3% | -14.4% | +42.7% | +33.5% |
| YTD | -6.0% | -17.7% | +11.7% | -1.3% |
| 1Y | +1.4% | -18.7% | +20.2% | +6.8% |
| 3Y | +11.8% | +18.1% | -6.3% | +1.9% |
| 5Y | -2.0% | +42.3% | -44.3% | -16.6% |
| All | +238.9% | +213.9% | +25.0% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling