+3.2%
CRM vs MP
+147.3%
-144.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.1% |
| 7D | -4.0% | +2.3% | -6.3% | -4.1% |
| 30D | -6.8% | -15.3% | +8.5% | -6.4% |
| 3M | +10.6% | -33.5% | +44.1% | +11.8% |
| 6M | +23.4% | -45.5% | +68.9% | +25.6% |
| YTD | -17.1% | -27.3% | +10.2% | -16.8% |
| 1Y | -10.1% | -40.7% | +30.6% | -9.0% |
| All | +3.2% | +147.3% | -144.1% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling