-32.6%
MP vs CRL
+99.6%
-132.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | +9.5% | +0.1% | +9.3% | +9.5% |
| 30D | -3.0% | +11.9% | -14.9% | -4.8% |
| 3M | -30.4% | +20.2% | -50.5% | -32.5% |
| 6M | -39.2% | +107.5% | -146.7% | -46.5% |
| YTD | -23.3% | +69.4% | -92.7% | -34.9% |
| 1Y | -32.6% | +99.7% | -132.4% | -39.0% |
| All | -32.6% | +99.6% | -132.2% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling