-2.3%
CRM vs MLM
-18.7%
+16.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -2.0% |
| 7D | -5.0% | -2.7% | -2.2% | -5.0% |
| 30D | +23.6% | -8.3% | +31.9% | +23.6% |
| 3M | +39.6% | -12.0% | +51.6% | +39.2% |
| 6M | +23.4% | -17.6% | +41.1% | +22.7% |
| YTD | -7.4% | -18.9% | +11.5% | -7.2% |
| 1Y | -2.3% | -17.6% | +15.3% | -4.1% |
| All | -2.3% | -18.7% | +16.4% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling