+51.1%
CF vs MLM
+27.5%
+23.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.7% | -4.2% |
| 7D | -6.9% | +9.1% | -16.0% | -6.2% |
| 30D | -3.7% | +14.6% | -18.4% | -2.7% |
| 3M | -5.0% | +0.3% | -5.3% | -4.8% |
| 6M | -10.5% | -7.5% | -3.0% | -10.3% |
| YTD | +46.5% | -10.2% | +56.7% | +46.6% |
| 1Y | +34.8% | -10.5% | +45.3% | +34.9% |
| All | +51.1% | +27.5% | +23.5% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling