+238.9%
CRM vs MPC
+1,179.0%
-940.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | -4.4% | +1.8% | -6.2% | -4.9% |
| 30D | +28.1% | +14.0% | +14.1% | +24.2% |
| 3M | +48.8% | +52.2% | -3.4% | +34.4% |
| 6M | +28.3% | +75.8% | -47.5% | +11.6% |
| YTD | -6.0% | +146.3% | -152.3% | -25.0% |
| 1Y | +1.4% | +120.8% | -119.4% | -17.1% |
| 3Y | +11.8% | +172.6% | -160.8% | -14.9% |
| 5Y | -2.0% | +678.2% | -680.3% | -43.0% |
| All | +238.9% | +1,179.0% | -940.1% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded MPC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling