-16.4%
MLM vs CRL
+78.8%
-95.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.4% |
| 7D | -2.9% | -1.0% | -1.9% | -2.7% |
| 30D | -6.8% | +10.7% | -17.5% | -8.5% |
| 3M | -11.2% | +55.3% | -66.5% | -18.3% |
| 6M | -21.8% | +60.7% | -82.5% | -29.0% |
| YTD | -17.0% | +44.6% | -61.6% | -23.5% |
| 1Y | -16.4% | +77.7% | -94.1% | -26.0% |
| All | -16.4% | +78.8% | -95.2% | -26.0% |
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