+237.4%
MP vs CRL
+76.7%
+160.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.1% | -2.0% | -4.6% |
| 7D | -19.0% | -16.8% | -2.2% | -13.5% |
| 30D | -30.5% | +2.6% | -33.1% | -31.3% |
| 3M | -29.6% | +20.1% | -49.6% | -34.3% |
| 6M | -50.4% | +68.8% | -119.3% | -59.9% |
| YTD | -33.2% | +56.9% | -90.1% | -45.1% |
| 1Y | -38.6% | +86.7% | -125.2% | -53.2% |
| 3Y | +105.5% | +72.1% | +33.4% | +53.7% |
| 5Y | -7.8% | -16.6% | +8.7% | -15.4% |
| All | +237.4% | +76.7% | +160.7% | +157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling