+10.8%
MMM vs CRL
+72.1%
-61.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.3% |
| 7D | -1.6% | -0.6% | -1.0% | -1.6% |
| 30D | -8.0% | +5.0% | -13.0% | -8.5% |
| 3M | +9.4% | +50.6% | -41.2% | +4.5% |
| 6M | +10.2% | +60.9% | -50.7% | +3.9% |
| YTD | +6.1% | +40.7% | -34.6% | +1.1% |
| 1Y | +10.8% | +73.3% | -62.5% | +1.1% |
| All | +10.8% | +72.1% | -61.3% | +1.1% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling