-10.5%
MLM vs CRL
+85.3%
-95.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.3% | +9.6% | +3.4% |
| 7D | +9.1% | -12.8% | +21.9% | +11.3% |
| 30D | +14.6% | +5.0% | +9.6% | +13.0% |
| 3M | +0.3% | +39.4% | -39.1% | -6.4% |
| 6M | -7.5% | +89.4% | -96.8% | -19.3% |
| YTD | -10.2% | +63.6% | -73.8% | -20.3% |
| 1Y | -10.5% | +83.5% | -94.0% | -23.8% |
| All | -10.5% | +85.3% | -95.8% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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