-3.5%
CRM vs MLM
+43.0%
-46.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.7% |
| 7D | -3.5% | +1.4% | -4.9% | -4.1% |
| 30D | +29.3% | -6.5% | +35.8% | +33.1% |
| 3M | +36.8% | -7.4% | +44.3% | +40.4% |
| 6M | +23.9% | -15.8% | +39.7% | +31.9% |
| YTD | -5.5% | -17.4% | +11.9% | +0.7% |
| 1Y | -0.4% | -17.9% | +17.5% | +6.0% |
| 3Y | +12.8% | +18.9% | -6.1% | -7.5% |
| 5Y | -3.5% | +43.4% | -46.9% | -28.9% |
| All | -3.5% | +43.0% | -46.5% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling