+361.2%
CAG vs MLM
+2,981.8%
-2,620.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.5% |
| 7D | +5.8% | -4.1% | +9.9% | +6.4% |
| 30D | +16.4% | +8.2% | +8.2% | +15.1% |
| 3M | +3.8% | -3.6% | +7.4% | +4.3% |
| 6M | +10.8% | -15.6% | +26.4% | +13.1% |
| YTD | -5.8% | -16.4% | +10.6% | -3.9% |
| 1Y | -2.4% | -14.3% | +12.0% | -0.8% |
| 3Y | -33.4% | +19.3% | -52.7% | -35.8% |
| 5Y | -39.4% | +29.6% | -69.0% | -42.9% |
| 10Y | -37.5% | +189.9% | -227.4% | -49.1% |
| All | +361.2% | +2,981.8% | -2,620.6% | +178.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling