-10.0%
CRS vs MLM
-16.0%
+5.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.3% |
| 7D | +4.8% | -0.9% | +5.6% | +5.3% |
| 30D | -23.2% | +9.0% | -32.2% | -26.2% |
| 3M | -45.5% | -5.6% | -39.9% | -43.9% |
| 6M | -33.1% | -10.7% | -22.4% | -30.1% |
| YTD | -7.2% | -17.2% | +10.0% | -3.6% |
| 1Y | -10.0% | -14.2% | +4.2% | -8.8% |
| All | -10.0% | -16.0% | +5.9% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling