+217.6%
CB vs MLM
+199.9%
+17.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.1% | -2.3% |
| 7D | +0.5% | -2.9% | +3.4% | +1.4% |
| 30D | -3.1% | -6.8% | +3.7% | -1.1% |
| 3M | +9.0% | -11.2% | +20.2% | +12.4% |
| 6M | +2.9% | -21.8% | +24.7% | +10.3% |
| YTD | +10.1% | -17.0% | +27.1% | +15.2% |
| 1Y | +22.8% | -16.4% | +39.2% | +27.9% |
| 3Y | +73.8% | +14.5% | +59.3% | +58.7% |
| 5Y | +99.2% | +41.7% | +57.4% | +64.5% |
| All | +217.6% | +199.9% | +17.7% | +103.7% |
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