+254.5%
CB vs MLM
+190.7%
+63.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | +1.0% |
| 7D | +2.6% | -1.2% | +3.8% | +2.9% |
| 30D | +11.2% | +7.9% | +3.3% | +8.4% |
| 3M | +5.7% | -4.5% | +10.2% | +6.9% |
| 6M | +15.9% | -12.6% | +28.6% | +19.9% |
| YTD | +20.2% | -14.9% | +35.0% | +24.5% |
| 1Y | +32.4% | -13.1% | +45.5% | +36.1% |
| 3Y | +75.5% | +21.2% | +54.3% | +57.0% |
| 5Y | +105.5% | +32.0% | +73.5% | +74.2% |
| All | +254.5% | +190.7% | +63.8% | +123.6% |
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