+104.9%
MMM vs CRL
+38.0%
+66.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -3.3% | -1.0% | -2.3% | -3.1% |
| 30D | -7.0% | +10.7% | -17.7% | -8.8% |
| 3M | +10.8% | +55.3% | -44.5% | +1.4% |
| 6M | +5.8% | +60.7% | -54.9% | -4.6% |
| YTD | +6.8% | +44.6% | -37.9% | -1.9% |
| 1Y | +10.4% | +77.7% | -67.4% | -3.7% |
| All | +104.9% | +38.0% | +66.9% | +75.4% |
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