+94.1%
MMM vs CRBG
+117.3%
-23.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.8% |
| 7D | -2.1% | +0.6% | -2.7% | -2.3% |
| 30D | -9.8% | +2.6% | -12.5% | -10.8% |
| 3M | +4.9% | +24.0% | -19.1% | -3.2% |
| 6M | +7.3% | +50.5% | -43.2% | -8.4% |
| YTD | +4.5% | +17.1% | -12.6% | -2.6% |
| 1Y | +5.4% | +5.9% | -0.5% | +1.7% |
| 3Y | +98.6% | +122.7% | -24.1% | +44.1% |
| All | +94.1% | +117.3% | -23.2% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 all: compounded portfolio wealth divided by compounded CRBG 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…
all analysis · Full analysis span regression · 6 months rolling