+1.4%
CRM vs MP
-19.3%
+20.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +1.9% |
| 7D | -4.4% | -7.4% | +2.9% | -4.4% |
| 30D | +28.1% | -6.7% | +34.8% | +28.1% |
| 3M | +48.8% | -11.7% | +60.5% | +49.4% |
| 6M | +28.3% | -18.9% | +47.1% | +29.8% |
| YTD | -6.0% | 0.0% | -6.0% | -5.3% |
| 1Y | +1.4% | -19.9% | +21.3% | +2.1% |
| All | +1.4% | -19.3% | +20.7% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling