+64.0%
CFG vs MLM
+30.6%
+33.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.2% | +2.0% | -0.2% |
| 7D | -2.2% | -1.2% | -0.9% | -1.5% |
| 30D | +0.4% | +7.9% | -7.6% | -4.1% |
| 3M | -12.6% | -4.5% | -8.1% | -10.6% |
| 6M | +0.6% | -12.6% | +13.3% | +7.5% |
| YTD | +12.4% | -14.9% | +27.3% | +20.8% |
| 1Y | +27.7% | -13.1% | +40.8% | +35.3% |
| 3Y | +172.4% | +21.2% | +151.1% | +130.5% |
| 5Y | +64.0% | +32.0% | +31.9% | +25.7% |
| All | +64.0% | +30.6% | +33.3% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling