+4,981.1%
CF vs MLM
+907.4%
+4,073.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.7% | -5.5% |
| 7D | -6.9% | +9.1% | -16.0% | -10.9% |
| 30D | -3.7% | +14.6% | -18.4% | -10.2% |
| 3M | -5.0% | +0.3% | -5.3% | -5.8% |
| 6M | -10.5% | -7.5% | -3.0% | -9.1% |
| YTD | +46.5% | -10.2% | +56.7% | +48.0% |
| 1Y | +34.8% | -10.5% | +45.3% | +36.2% |
| 3Y | +46.7% | +27.8% | +18.9% | +18.6% |
| 5Y | +112.0% | +38.9% | +73.1% | +56.9% |
| 10Y | +529.7% | +211.4% | +318.3% | +184.7% |
| All | +4,981.1% | +907.4% | +4,073.6% | +1,164.9% |
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