+362.4%
CFG vs MLM
+336.8%
+25.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.7% |
| 7D | +1.5% | -2.9% | +4.4% | +3.3% |
| 30D | -3.8% | -6.8% | +3.0% | 0.0% |
| 3M | +11.5% | -11.2% | +22.7% | +18.4% |
| 6M | +19.2% | -21.8% | +41.0% | +36.0% |
| YTD | +23.7% | -17.0% | +40.7% | +35.4% |
| 1Y | +38.8% | -16.4% | +55.2% | +51.0% |
| 3Y | +178.9% | +14.5% | +164.4% | +147.9% |
| 5Y | +101.8% | +41.7% | +60.0% | +54.6% |
| 10Y | +317.3% | +200.0% | +117.2% | +113.5% |
| All | +362.4% | +336.8% | +25.5% | +111.9% |
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