+37.6%
CRM vs MP
+450.8%
-413.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.1% |
| 7D | +1.3% | -2.9% | +4.1% | +1.5% |
| 30D | +34.3% | +13.8% | +20.5% | +32.5% |
| 3M | +37.7% | -16.7% | +54.4% | +39.3% |
| 6M | +34.9% | -11.5% | +46.4% | +34.9% |
| YTD | -1.6% | +7.9% | -9.6% | -4.1% |
| 1Y | +7.1% | -15.0% | +22.2% | +5.7% |
| 3Y | +19.0% | +153.5% | -134.5% | -4.0% |
| 5Y | -1.3% | +58.7% | -59.9% | -15.4% |
| All | +37.6% | +450.8% | -413.2% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling