+2,812.9%
MMM vs CRS
+10,171.0%
-7,358.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.2% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | -7.0% | -16.6% | +9.6% | -3.4% |
| 3M | +10.8% | -3.5% | +14.3% | +11.1% |
| 6M | +5.8% | +15.4% | -9.7% | +1.6% |
| YTD | +6.8% | +51.2% | -44.4% | -3.8% |
| 1Y | +10.4% | +98.3% | -87.9% | -7.1% |
| 3Y | +104.7% | +651.5% | -546.9% | +24.5% |
| 5Y | +23.6% | +1,411.1% | -1,387.6% | -37.6% |
| 10Y | +54.1% | +1,424.3% | -1,370.2% | -30.5% |
| All | +2,812.9% | +10,171.0% | -7,358.1% | +651.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling