+295.1%
CG vs MLM
+140.5%
+154.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | -3.8% | -5.8% | +2.0% | -0.2% |
| 30D | +7.5% | +9.8% | -2.3% | +1.9% |
| 3M | -14.4% | -5.2% | -9.2% | -11.6% |
| 6M | -15.7% | -10.3% | -5.4% | -10.7% |
| YTD | -29.0% | -15.5% | -13.5% | -22.4% |
| 1Y | -22.1% | -15.0% | -7.1% | -15.1% |
| 3Y | +49.1% | +17.5% | +31.7% | +35.9% |
| 5Y | -18.4% | +30.5% | -48.9% | -30.5% |
| 10Y | +295.1% | +145.5% | +149.6% | +120.5% |
| All | +295.1% | +140.5% | +154.6% | +120.5% |
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