+32.0%
MLM vs CRL
-16.7%
+48.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | -4.2% |
| 7D | -1.2% | -16.8% | +15.5% | +2.8% |
| 30D | +7.9% | +2.6% | +5.3% | +6.7% |
| 3M | -4.5% | +20.1% | -24.5% | -9.2% |
| 6M | -12.6% | +68.8% | -81.5% | -24.2% |
| YTD | -14.9% | +56.9% | -71.8% | -25.4% |
| 1Y | -13.1% | +86.7% | -99.7% | -27.2% |
| 3Y | +21.2% | +72.1% | -50.8% | -1.0% |
| 5Y | +32.0% | -16.6% | +48.6% | +29.6% |
| All | +32.0% | -16.7% | +48.7% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling