+153.3%
MP vs CRL
+38.0%
+115.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.0% | +1.9% |
| 7D | -2.9% | -1.0% | -1.8% | -2.5% |
| 30D | +13.8% | +10.7% | +3.2% | +10.2% |
| 3M | -16.7% | +55.3% | -72.0% | -28.4% |
| 6M | -11.5% | +60.7% | -72.1% | -25.6% |
| YTD | +7.9% | +44.6% | -36.7% | -6.6% |
| 1Y | -15.0% | +77.7% | -92.8% | -33.1% |
| All | +153.3% | +38.0% | +115.3% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling