+3,486.4%
CRS vs MLM
+2,981.8%
+504.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.9% |
| 7D | -1.7% | -4.1% | +2.4% | +0.7% |
| 30D | -28.8% | +8.2% | -37.0% | -32.3% |
| 3M | -50.0% | -3.6% | -46.4% | -49.4% |
| 6M | -39.2% | -15.6% | -23.6% | -34.1% |
| YTD | -11.4% | -16.4% | +5.0% | -3.6% |
| 1Y | -11.7% | -14.3% | +2.7% | -5.3% |
| 3Y | +319.6% | +19.3% | +300.3% | +268.6% |
| 5Y | +794.8% | +29.6% | +765.2% | +648.6% |
| 10Y | +926.9% | +189.9% | +737.0% | +460.2% |
| All | +3,486.4% | +2,981.8% | +504.5% | +744.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling