+133.4%
MP vs CRBG
+122.1%
+11.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.2% |
| 7D | -7.4% | +0.6% | -8.0% | -7.7% |
| 30D | -6.7% | +2.6% | -9.3% | -7.8% |
| 3M | -11.7% | +24.0% | -35.7% | -19.9% |
| 6M | -18.9% | +50.5% | -69.4% | -32.7% |
| YTD | 0.0% | +17.1% | -17.2% | -8.2% |
| 1Y | -19.9% | +5.9% | -25.7% | -23.0% |
| 3Y | +133.4% | +122.7% | +10.7% | +47.9% |
| All | +133.4% | +122.1% | +11.3% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling