+10.2%
CRM vs MP
+147.7%
-137.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.9% |
| 7D | -5.0% | -0.7% | -4.2% | -5.0% |
| 30D | +23.6% | -0.7% | +24.3% | +23.6% |
| 3M | +39.6% | 0.0% | +39.6% | +39.4% |
| 6M | +23.4% | -10.0% | +33.4% | +23.7% |
| YTD | -7.4% | +7.5% | -14.8% | -8.0% |
| 1Y | -2.3% | -14.0% | +11.7% | -2.7% |
| All | +10.2% | +147.7% | -137.5% | -4.4% |
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