+29.0%
CRM vs MP
+418.4%
-389.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | 0.0% |
| 7D | -8.1% | -4.6% | -3.5% | -7.7% |
| 30D | +23.1% | -7.1% | +30.2% | +23.7% |
| 3M | +42.5% | -4.0% | +46.5% | +42.2% |
| 6M | +25.3% | -16.7% | +42.0% | +26.0% |
| YTD | -7.8% | +1.6% | -9.4% | -9.7% |
| 1Y | +1.0% | -17.8% | +18.8% | -0.1% |
| 3Y | +10.0% | +139.6% | -129.6% | -10.9% |
| 5Y | -3.9% | +50.5% | -54.3% | -17.2% |
| All | +29.0% | +418.4% | -389.4% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling