+862.6%
CRS vs MLM
+149.0%
+713.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.2% |
| 7D | +0.2% | -2.9% | +3.1% | +2.5% |
| 30D | -22.9% | +10.4% | -33.3% | -28.8% |
| 3M | -46.8% | -3.7% | -43.1% | -45.9% |
| 6M | -30.4% | -10.3% | -20.2% | -26.2% |
| YTD | -5.4% | -14.8% | +9.4% | +3.8% |
| 1Y | -9.0% | -13.9% | +4.9% | -1.0% |
| 3Y | +352.2% | +18.4% | +333.8% | +273.1% |
| 5Y | +852.2% | +31.8% | +820.4% | +607.2% |
| 10Y | +862.6% | +143.4% | +719.2% | +325.9% |
| All | +862.6% | +149.0% | +713.6% | +325.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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