-26.7%
CRM vs MP
-8.8%
-17.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.0% |
| 7D | -4.0% | +2.3% | -6.3% | -4.3% |
| 30D | -6.8% | -15.3% | +8.5% | -5.4% |
| 3M | +10.6% | -33.5% | +44.1% | +14.8% |
| 6M | +23.4% | -45.5% | +68.9% | +30.1% |
| YTD | -17.1% | -27.3% | +10.2% | -16.6% |
| 1Y | -10.1% | -40.7% | +30.6% | -7.5% |
| 3Y | +4.0% | +145.9% | -141.9% | -26.3% |
| 5Y | -26.7% | -13.9% | -12.8% | -35.2% |
| All | -26.7% | -8.8% | -17.8% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling