-37.3%
MP vs CRL
+97.0%
-134.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +11.0% | +8.9% | +2.1% | +9.0% |
| 30D | -11.7% | +14.0% | -25.7% | -13.7% |
| 3M | -30.8% | +19.8% | -50.6% | -33.0% |
| 6M | -42.9% | +102.0% | -144.9% | -49.5% |
| YTD | -25.9% | +70.8% | -96.7% | -37.4% |
| 1Y | -37.3% | +98.7% | -136.0% | -44.0% |
| All | -37.3% | +97.0% | -134.3% | -44.0% |
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