+75.6%
MMM vs CRL
+350.3%
-274.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +11.7% | +11.9% | -0.2% | +8.0% |
| 3M | +1.0% | +20.2% | -19.2% | -4.2% |
| 6M | +26.0% | +107.5% | -81.5% | +3.5% |
| YTD | +16.3% | +69.4% | -53.1% | -0.6% |
| 1Y | +9.6% | +99.7% | -90.1% | -10.5% |
| 3Y | +157.3% | +98.8% | +58.6% | +100.0% |
| 5Y | +42.5% | -12.4% | +54.9% | +35.1% |
| All | +75.6% | +350.3% | -274.7% | +0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling