+5,066.8%
CRM vs MLM
+1,438.7%
+3,628.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.5% |
| 7D | -4.0% | -5.8% | +1.8% | -1.4% |
| 30D | -6.8% | +9.8% | -16.6% | -10.9% |
| 3M | +10.6% | -5.2% | +15.8% | +12.6% |
| 6M | +23.4% | -10.3% | +33.6% | +27.6% |
| YTD | -17.1% | -15.5% | -1.7% | -13.1% |
| 1Y | -10.1% | -15.0% | +5.0% | -6.0% |
| 3Y | +4.0% | +17.5% | -13.5% | -7.8% |
| 5Y | -26.7% | +30.5% | -57.2% | -38.5% |
| 10Y | +197.9% | +145.5% | +52.3% | +65.0% |
| All | +5,066.8% | +1,438.7% | +3,628.1% | +622.0% |
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