+9.7%
CRM vs MPC
+167.0%
-157.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | -8.1% | +1.2% | -9.3% | -8.4% |
| 30D | +23.1% | +17.0% | +6.1% | +19.2% |
| 3M | +42.5% | +49.5% | -6.9% | +31.0% |
| 6M | +25.3% | +83.5% | -58.2% | +10.2% |
| YTD | -7.8% | +144.1% | -151.9% | -24.0% |
| 1Y | +1.0% | +119.6% | -118.6% | -14.9% |
| All | +9.7% | +167.0% | -157.3% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling