-37.2%
CAG vs MLM
+209.3%
-246.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -5.9% | -1.3% | -4.6% | -5.7% |
| 30D | -1.5% | -9.1% | +7.6% | -0.3% |
| 3M | +11.5% | -9.0% | +20.4% | +12.7% |
| 6M | -15.7% | -17.0% | +1.3% | -13.9% |
| YTD | -10.2% | -19.0% | +8.8% | -8.1% |
| 1Y | -18.1% | -18.1% | 0.0% | -16.4% |
| 3Y | -39.4% | +16.7% | -56.1% | -41.3% |
| 5Y | -42.6% | +40.2% | -82.8% | -46.4% |
| All | -37.2% | +209.3% | -246.5% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MLM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling