-36.9%
CAG vs MLM
+140.5%
-177.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -1.8% | -5.8% | +4.1% | -1.0% |
| 30D | +9.7% | +9.8% | -0.2% | +8.2% |
| 3M | +0.5% | -5.2% | +5.7% | +1.1% |
| 6M | +8.9% | -10.3% | +19.2% | +10.2% |
| YTD | -8.4% | -15.5% | +7.1% | -6.7% |
| 1Y | -8.3% | -15.0% | +6.7% | -6.7% |
| 3Y | -36.1% | +17.5% | -53.6% | -38.3% |
| 5Y | -40.1% | +30.5% | -70.7% | -43.8% |
| 10Y | -36.9% | +145.5% | -182.4% | -47.5% |
| All | -36.9% | +140.5% | -177.4% | -47.5% |
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