+73.0%
CF vs MLM
+15.1%
+57.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.2% |
| 7D | +6.0% | -2.9% | +8.9% | +5.8% |
| 30D | +14.8% | -6.8% | +21.7% | +14.4% |
| 3M | +14.1% | -11.2% | +25.3% | +13.5% |
| 6M | +28.5% | -21.8% | +50.4% | +29.2% |
| YTD | +74.9% | -17.0% | +91.9% | +74.1% |
| 1Y | +61.7% | -16.4% | +78.1% | +60.7% |
| All | +73.0% | +15.1% | +57.9% | +68.5% |
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