+165.0%
MMM vs CRS
+354.4%
-189.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.9% |
| 7D | +7.0% | +0.2% | +6.7% | +6.8% |
| 30D | +18.4% | -22.9% | +41.3% | +23.5% |
| 3M | +4.5% | -46.8% | +51.3% | +17.5% |
| 6M | +33.4% | -30.4% | +63.9% | +41.1% |
| YTD | +20.0% | -5.4% | +25.3% | +18.3% |
| 1Y | +15.0% | -9.0% | +24.0% | +14.2% |
| 3Y | +165.0% | +352.2% | -187.2% | +99.5% |
| All | +165.0% | +354.4% | -189.4% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling