+5,648.9%
CRM vs MTB
+409.3%
+5,239.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -8.1% | -0.4% | -7.7% | -8.0% |
| 30D | +23.1% | -4.6% | +27.7% | +25.0% |
| 3M | +42.5% | +7.4% | +35.1% | +38.6% |
| 6M | +25.3% | +18.7% | +6.6% | +17.0% |
| YTD | -7.8% | +21.1% | -28.9% | -14.8% |
| 1Y | +1.0% | +24.1% | -23.0% | -7.7% |
| 3Y | +10.0% | +115.3% | -105.4% | -19.7% |
| 5Y | -3.9% | +106.0% | -109.9% | -30.9% |
| 10Y | +233.2% | +171.6% | +61.6% | +90.1% |
| All | +5,648.9% | +409.3% | +5,239.7% | +1,779.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling