+238.9%
CRM vs MTB
+173.8%
+65.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | +28.1% | -4.8% | +32.9% | +29.6% |
| 3M | +48.8% | +6.0% | +42.9% | +46.5% |
| 6M | +28.3% | +19.6% | +8.6% | +21.9% |
| YTD | -6.0% | +21.5% | -27.5% | -11.2% |
| 1Y | +1.4% | +24.7% | -23.3% | -5.0% |
| 3Y | +11.8% | +108.6% | -96.7% | -9.4% |
| 5Y | -2.0% | +106.7% | -108.7% | -21.2% |
| All | +238.9% | +173.8% | +65.1% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling