+7,253.5%
CB vs MLM
+3,210.3%
+4,043.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.3% |
| 7D | +5.3% | +9.1% | -3.9% | +2.2% |
| 30D | +13.2% | +14.6% | -1.4% | +8.0% |
| 3M | +7.8% | +0.3% | +7.5% | +7.3% |
| 6M | +15.8% | -7.5% | +23.3% | +17.7% |
| YTD | +21.0% | -10.2% | +31.2% | +23.4% |
| 1Y | +32.2% | -10.5% | +42.7% | +34.8% |
| 3Y | +76.7% | +27.8% | +48.9% | +56.3% |
| 5Y | +110.4% | +38.9% | +71.5% | +77.1% |
| 10Y | +261.0% | +211.4% | +49.6% | +115.6% |
| All | +7,253.5% | +3,210.3% | +4,043.2% | +1,779.0% |
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