+7,203.6%
CB vs MLM
+3,039.4%
+4,164.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | +1.1% |
| 7D | +2.6% | -1.2% | +3.8% | +3.0% |
| 30D | +11.2% | +7.9% | +3.3% | +8.2% |
| 3M | +5.7% | -4.5% | +10.2% | +7.0% |
| 6M | +15.9% | -12.6% | +28.6% | +20.0% |
| YTD | +20.2% | -14.9% | +35.0% | +24.7% |
| 1Y | +32.4% | -13.1% | +45.5% | +36.3% |
| 3Y | +75.5% | +21.2% | +54.3% | +58.0% |
| 5Y | +105.5% | +32.0% | +73.5% | +75.9% |
| 10Y | +258.5% | +195.3% | +63.2% | +117.9% |
| All | +7,203.6% | +3,039.4% | +4,164.2% | +1,799.2% |
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