+319.6%
CRS vs MLM
+18.7%
+300.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.8% |
| 7D | -1.7% | -4.1% | +2.4% | +0.6% |
| 30D | -28.8% | +8.2% | -37.0% | -32.3% |
| 3M | -50.0% | -3.6% | -46.4% | -49.2% |
| 6M | -39.2% | -15.6% | -23.6% | -33.5% |
| YTD | -11.4% | -16.4% | +5.0% | -3.6% |
| 1Y | -11.7% | -14.3% | +2.7% | -5.5% |
| 3Y | +319.6% | +19.3% | +300.3% | +227.0% |
| All | +319.6% | +18.7% | +300.9% | +227.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling