+237.6%
CFG vs MLM
+185.4%
+52.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | +0.3% |
| 7D | -0.9% | -4.1% | +3.2% | +1.8% |
| 30D | +1.1% | +8.2% | -7.1% | -4.2% |
| 3M | -12.0% | -3.6% | -8.4% | -10.4% |
| 6M | -2.2% | -15.6% | +13.3% | +7.4% |
| YTD | +11.4% | -16.4% | +27.8% | +22.0% |
| 1Y | +27.8% | -14.3% | +42.2% | +37.7% |
| 3Y | +173.3% | +19.3% | +154.0% | +131.2% |
| 5Y | +62.4% | +29.6% | +32.9% | +26.3% |
| All | +237.6% | +185.4% | +52.1% | +52.8% |
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