+54.7%
MMM vs CRS
+1,345.8%
-1,291.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.9% |
| 7D | -2.6% | -0.5% | -2.0% | -2.5% |
| 30D | -9.3% | -18.1% | +8.8% | -5.2% |
| 3M | +5.6% | -12.4% | +18.0% | +8.3% |
| 6M | +9.5% | +15.9% | -6.5% | +4.8% |
| YTD | +4.1% | +45.8% | -41.7% | -5.8% |
| 1Y | +9.4% | +87.8% | -78.4% | -7.6% |
| 3Y | +101.0% | +648.7% | -547.7% | +19.3% |
| 5Y | +26.1% | +1,416.6% | -1,390.5% | -38.5% |
| 10Y | +54.7% | +1,412.7% | -1,357.9% | -30.6% |
| All | +54.7% | +1,345.8% | -1,291.0% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling