+248.2%
CB vs MLM
+185.4%
+62.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.2% |
| 7D | +0.2% | -4.1% | +4.4% | +1.6% |
| 30D | +9.1% | +8.2% | +0.9% | +6.3% |
| 3M | +3.4% | -3.6% | +7.0% | +4.3% |
| 6M | +14.1% | -15.6% | +29.6% | +19.3% |
| YTD | +18.0% | -16.4% | +34.4% | +23.0% |
| 1Y | +30.1% | -14.3% | +44.5% | +34.4% |
| 3Y | +71.8% | +19.3% | +52.5% | +54.5% |
| 5Y | +101.8% | +29.6% | +72.3% | +72.1% |
| All | +248.2% | +185.4% | +62.8% | +120.9% |
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