+157.1%
MMM vs CRL
+86.4%
+70.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.8% | -9.2% | -2.7% |
| 7D | +6.2% | -6.1% | +12.3% | +7.1% |
| 30D | +14.2% | +12.4% | +1.8% | +11.2% |
| 3M | +2.9% | +27.1% | -24.2% | -2.2% |
| 6M | +27.6% | +85.7% | -58.2% | +12.0% |
| YTD | +17.3% | +69.2% | -51.9% | +4.1% |
| 1Y | +15.1% | +97.5% | -82.4% | -1.6% |
| 3Y | +157.1% | +86.1% | +71.0% | +110.5% |
| All | +157.1% | +86.4% | +70.7% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling