+181.4%
CFG vs MLM
+15.1%
+166.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.7% |
| 7D | +1.5% | -2.9% | +4.4% | +3.0% |
| 30D | -3.8% | -6.8% | +3.0% | -0.4% |
| 3M | +11.5% | -11.2% | +22.7% | +17.6% |
| 6M | +19.2% | -21.8% | +41.0% | +34.7% |
| YTD | +23.7% | -17.0% | +40.7% | +33.8% |
| 1Y | +38.8% | -16.4% | +55.2% | +49.3% |
| All | +181.4% | +15.1% | +166.2% | +155.0% |
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