+21.5%
MLM vs CRL
+72.9%
-51.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | -4.4% |
| 7D | -1.2% | -16.8% | +15.5% | +1.8% |
| 30D | +7.9% | +2.6% | +5.3% | +6.9% |
| 3M | -4.5% | +20.1% | -24.5% | -8.2% |
| 6M | -12.6% | +68.8% | -81.5% | -21.9% |
| YTD | -14.9% | +56.9% | -71.8% | -23.3% |
| 1Y | -13.1% | +86.7% | -99.7% | -24.4% |
| All | +21.5% | +72.9% | -51.3% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling