+4,959.4%
CRM vs MLM
+1,450.7%
+3,508.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -3.9% | -2.9% | -1.1% | -2.7% |
| 30D | -6.8% | +10.4% | -17.3% | -11.1% |
| 3M | +8.3% | -3.7% | +12.0% | +9.5% |
| 6M | +17.9% | -10.3% | +28.2% | +22.0% |
| YTD | -18.9% | -14.8% | -4.1% | -15.2% |
| 1Y | -10.9% | -13.9% | +2.9% | -7.4% |
| 3Y | +1.8% | +18.4% | -16.5% | -10.1% |
| 5Y | -27.4% | +31.8% | -59.2% | -39.4% |
| 10Y | +195.5% | +143.4% | +52.1% | +64.4% |
| All | +4,959.4% | +1,450.7% | +3,508.7% | +604.7% |
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