+29.8%
MLM vs CRL
-6.0%
+35.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.2% | +1.4% |
| 7D | -3.8% | +4.4% | -8.2% | -5.0% |
| 30D | +11.0% | +17.1% | -6.1% | +6.4% |
| 3M | -3.1% | +32.1% | -35.1% | -9.9% |
| 6M | -9.8% | +98.9% | -108.7% | -24.8% |
| YTD | -14.4% | +77.1% | -91.5% | -27.1% |
| 1Y | -12.6% | +110.3% | -122.8% | -28.9% |
| 3Y | +19.7% | +108.5% | -88.8% | -7.1% |
| 5Y | +29.8% | -7.9% | +37.6% | +26.0% |
| All | +29.8% | -6.0% | +35.8% | +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 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