+991.1%
MMM vs CRL
+1,712.0%
-720.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | +0.9% |
| 7D | +5.8% | +4.4% | +1.4% | +4.5% |
| 30D | +17.9% | +17.1% | +0.8% | +13.5% |
| 3M | +3.6% | +32.1% | -28.5% | -3.1% |
| 6M | +32.9% | +98.9% | -66.0% | +13.0% |
| YTD | +19.5% | +77.1% | -57.6% | +3.2% |
| 1Y | +16.5% | +110.3% | -93.7% | -3.2% |
| 3Y | +167.2% | +108.5% | +58.7% | +114.2% |
| 5Y | +48.2% | -7.9% | +56.1% | +38.1% |
| 10Y | +83.0% | +368.9% | -285.9% | +17.2% |
| All | +991.1% | +1,712.0% | -720.9% | +439.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling