-5.3%
CRS vs MLM
-14.6%
+9.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | +4.4% | -5.8% | +10.2% | +7.1% |
| 30D | -19.1% | +9.8% | -29.0% | -22.6% |
| 3M | -43.2% | -5.2% | -38.1% | -41.6% |
| 6M | -28.9% | -10.3% | -18.6% | -25.6% |
| YTD | -3.0% | -15.5% | +12.5% | +0.4% |
| 1Y | -5.3% | -15.0% | +9.7% | -1.9% |
| All | -5.3% | -14.6% | +9.3% | -1.9% |
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 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