+6,032.9%
CRM vs MLM
+1,411.2%
+4,621.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.5% |
| 7D | +1.3% | -2.9% | +4.2% | +2.5% |
| 30D | +34.3% | -6.8% | +41.2% | +38.4% |
| 3M | +37.7% | -11.2% | +48.9% | +44.1% |
| 6M | +34.9% | -21.8% | +56.8% | +48.0% |
| YTD | -1.6% | -17.0% | +15.3% | +4.4% |
| 1Y | +7.1% | -16.4% | +23.5% | +13.1% |
| 3Y | +19.0% | +14.5% | +4.6% | +6.9% |
| 5Y | -1.3% | +41.7% | -43.0% | -20.2% |
| 10Y | +251.2% | +200.0% | +51.1% | +74.1% |
| All | +6,032.9% | +1,411.2% | +4,621.7% | +767.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling