+815.9%
CRS vs MLM
+25.7%
+790.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.2% |
| 7D | +4.8% | -0.9% | +5.6% | +5.5% |
| 30D | -23.2% | +9.0% | -32.2% | -27.9% |
| 3M | -45.5% | -5.6% | -39.9% | -43.8% |
| 6M | -33.1% | -10.7% | -22.4% | -29.1% |
| YTD | -7.2% | -17.2% | +10.0% | +3.0% |
| 1Y | -10.0% | -14.2% | +4.2% | -2.6% |
| 3Y | +332.3% | +15.6% | +316.7% | +260.9% |
| All | +815.9% | +25.7% | +790.2% | +573.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling