-36.3%
CAG vs MLM
+15.1%
-51.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | -3.8% | -2.9% | -0.9% | -3.5% |
| 30D | +3.1% | -6.8% | +10.0% | +3.9% |
| 3M | +23.5% | -11.2% | +34.7% | +24.7% |
| 6M | -14.8% | -21.8% | +7.0% | -13.1% |
| YTD | -5.4% | -17.0% | +11.5% | -4.2% |
| 1Y | -11.8% | -16.4% | +4.6% | -10.8% |
| All | -36.3% | +15.1% | -51.4% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling