-14.3%
MLM vs CRL
+101.2%
-115.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.8% | -9.7% | -2.9% |
| 7D | -4.1% | -6.1% | +2.0% | -3.4% |
| 30D | +8.2% | +12.4% | -4.2% | +5.5% |
| 3M | -3.6% | +27.1% | -30.7% | -8.2% |
| 6M | -15.6% | +85.7% | -101.3% | -25.5% |
| YTD | -16.4% | +69.2% | -85.6% | -26.1% |
| 1Y | -14.3% | +97.5% | -111.9% | -28.4% |
| All | -14.3% | +101.2% | -115.6% | -28.4% |
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