+267.3%
MP vs CRL
+93.4%
+173.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | +2.3% | +5.0% | -2.7% | +0.6% |
| 30D | -15.3% | +13.5% | -28.8% | -19.2% |
| 3M | -33.5% | +21.5% | -55.0% | -38.3% |
| 6M | -45.5% | +103.4% | -148.9% | -58.8% |
| YTD | -27.3% | +71.8% | -99.1% | -42.2% |
| 1Y | -40.7% | +97.5% | -138.2% | -55.6% |
| 3Y | +145.9% | +99.2% | +46.6% | +73.8% |
| 5Y | -13.9% | -12.1% | -1.8% | -22.9% |
| All | +267.3% | +93.4% | +173.9% | +171.7% |
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