+76.3%
MMM vs CRS
+790.4%
-714.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.4% |
| 7D | -0.4% | +4.8% | -5.2% | -1.5% |
| 30D | +12.1% | -23.2% | +35.3% | +17.9% |
| 3M | +1.4% | -45.5% | +46.9% | +15.2% |
| 6M | +26.6% | -33.1% | +59.7% | +36.3% |
| YTD | +16.8% | -7.2% | +24.0% | +15.7% |
| 1Y | +10.1% | -10.0% | +20.1% | +9.6% |
| 3Y | +158.4% | +332.3% | -173.9% | +71.2% |
| 5Y | +43.1% | +801.9% | -758.8% | -23.1% |
| All | +76.3% | +790.4% | -714.1% | -10.9% |
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