-27.3%
CRM vs MPC
+600.5%
-627.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +2.0% | +11.2% | -9.3% | -0.5% |
| 30D | -7.7% | -14.5% | +6.8% | -4.5% |
| 3M | +8.4% | +16.7% | -8.3% | +3.9% |
| 6M | +31.9% | +67.6% | -35.6% | +15.6% |
| YTD | -17.2% | +157.9% | -175.1% | -35.3% |
| 1Y | -8.6% | +116.7% | -125.3% | -25.3% |
| 3Y | +3.1% | +199.8% | -196.6% | -25.2% |
| All | -27.3% | +600.5% | -627.8% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling