-34.6%
MP vs CRBG
+20.9%
-55.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.4% | -6.5% | -5.5% |
| 7D | -12.5% | +2.6% | -15.1% | -13.2% |
| 30D | -23.3% | +4.0% | -27.4% | -24.2% |
| 3M | -24.4% | +15.5% | -39.9% | -27.5% |
| 6M | -45.8% | +36.0% | -81.7% | -50.6% |
| YTD | -28.9% | +23.3% | -52.2% | -34.5% |
| 1Y | -34.6% | +19.9% | -54.5% | -38.9% |
| All | -34.6% | +20.9% | -55.5% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling