+43.4%
MMM vs CRL
-12.1%
+55.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.8% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +12.1% | +11.9% | +0.2% | +8.9% |
| 3M | +1.4% | +20.2% | -18.7% | -3.2% |
| 6M | +26.6% | +107.5% | -81.0% | +6.4% |
| YTD | +16.8% | +69.4% | -52.6% | +1.8% |
| 1Y | +10.1% | +99.7% | -89.6% | -8.0% |
| 3Y | +158.4% | +98.8% | +59.6% | +106.5% |
| All | +43.4% | -12.1% | +55.5% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling