+14.0%
MMM vs CRL
+101.9%
-87.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -2.6% | +5.0% | -7.6% | -2.9% |
| 30D | +17.4% | +13.5% | +3.9% | +15.6% |
| 3M | +3.6% | +21.5% | -17.9% | +1.4% |
| 6M | +33.0% | +103.4% | -70.4% | +24.2% |
| YTD | +19.6% | +71.8% | -52.2% | +11.0% |
| 1Y | +14.0% | +97.5% | -83.5% | +2.8% |
| All | +14.0% | +101.9% | -87.9% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling