+254.1%
MP vs CRL
+90.5%
+163.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.8% | -2.9% | +2.1% |
| 7D | -10.5% | -6.1% | -4.4% | -8.5% |
| 30D | -23.5% | +12.4% | -35.9% | -26.9% |
| 3M | -25.4% | +27.1% | -52.6% | -31.9% |
| 6M | -51.3% | +85.7% | -137.0% | -61.9% |
| YTD | -29.9% | +69.2% | -99.1% | -44.0% |
| 1Y | -31.8% | +97.5% | -129.4% | -49.1% |
| 3Y | +127.0% | +86.1% | +40.9% | +65.0% |
| 5Y | -3.3% | -10.0% | +6.8% | -13.6% |
| All | +254.1% | +90.5% | +163.6% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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