+577.4%
CF vs MLM
+199.9%
+377.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.7% |
| 7D | +6.0% | -2.9% | +8.9% | +7.2% |
| 30D | +14.8% | -6.8% | +21.7% | +18.0% |
| 3M | +14.1% | -11.2% | +25.3% | +18.7% |
| 6M | +28.5% | -21.8% | +50.4% | +39.6% |
| YTD | +74.9% | -17.0% | +91.9% | +83.4% |
| 1Y | +61.7% | -16.4% | +78.1% | +68.3% |
| 3Y | +80.3% | +14.5% | +65.9% | +52.8% |
| 5Y | +226.0% | +41.7% | +184.2% | +133.7% |
| All | +577.4% | +199.9% | +377.5% | +181.3% |
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