Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CF vs MLM✓SelectedUSD · MLMCF vs MLM performance historyLatest closeAs of-3.24%09/04
Stock and ETF performance explorer

CF vs MLM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,967.0%
MLM return
+831.8%
Excess return
+5,135.2%
Maximum drawdown
-76.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioMLMExcessAlpha
1D-3.2%+1.1%-4.4%-3.8%
7D+6.0%-2.9%+8.9%+7.4%
30D+14.8%-6.8%+21.7%+18.4%
3M+14.1%-11.2%+25.3%+19.2%
6M+28.5%-21.8%+50.4%+40.5%
YTD+74.9%-17.0%+91.9%+84.4%
1Y+61.7%-16.4%+78.1%+69.1%
3Y+80.3%+14.5%+65.9%+53.7%
5Y+226.0%+41.7%+184.2%+137.5%
10Y+569.9%+200.0%+369.8%+208.9%
All+5,967.0%+831.8%+5,135.2%+1,475.6%

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 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