+205.1%
CRM vs MLM
+138.2%
+66.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +2.0% | -0.9% | +2.8% | +2.2% |
| 30D | -7.7% | +9.0% | -16.7% | -10.5% |
| 3M | +8.4% | -5.6% | +13.9% | +10.0% |
| 6M | +31.9% | -10.7% | +42.6% | +35.6% |
| YTD | -17.2% | -17.2% | 0.0% | -13.4% |
| 1Y | -8.6% | -14.2% | +5.6% | -5.7% |
| 3Y | +3.1% | +15.6% | -12.5% | -5.7% |
| 5Y | -27.6% | +26.2% | -53.8% | -36.9% |
| All | +205.1% | +138.2% | +66.9% | +103.2% |
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