-38.5%
MP vs CRL
+98.1%
-136.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | +2.3% | +5.0% | -2.7% | +1.2% |
| 30D | -15.3% | +13.5% | -28.8% | -17.1% |
| 3M | -33.5% | +21.5% | -55.0% | -35.8% |
| 6M | -45.5% | +103.4% | -148.9% | -51.9% |
| YTD | -27.3% | +71.8% | -99.1% | -38.7% |
| All | -38.5% | +98.1% | -136.5% | -45.1% |
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