-39.0%
CAG vs MLM
+167.5%
-206.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.1% | 0.0% |
| 7D | +4.6% | -3.8% | +8.4% | +5.1% |
| 30D | +14.7% | +11.0% | +3.7% | +13.0% |
| 3M | +2.4% | -3.1% | +5.4% | +2.7% |
| 6M | +10.7% | -9.8% | +20.5% | +11.9% |
| YTD | -5.5% | -14.4% | +8.8% | -4.0% |
| 1Y | -4.6% | -12.6% | +8.0% | -3.4% |
| 3Y | -34.4% | +19.7% | -54.2% | -36.8% |
| 5Y | -39.2% | +29.8% | -68.9% | -42.7% |
| 10Y | -39.0% | +153.5% | -192.5% | -48.9% |
| All | -39.0% | +167.5% | -206.4% | -48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling