+50.2%
CG vs MLM
+18.7%
+31.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | +0.7% |
| 7D | -1.2% | -4.1% | +2.9% | +2.1% |
| 30D | +5.0% | +8.2% | -3.1% | -0.8% |
| 3M | -18.2% | -3.6% | -14.6% | -16.0% |
| 6M | -20.7% | -15.6% | -5.2% | -10.6% |
| YTD | -31.4% | -16.4% | -15.0% | -22.8% |
| 1Y | -22.3% | -14.3% | -7.9% | -14.5% |
| 3Y | +50.2% | +19.3% | +30.9% | +24.0% |
| All | +50.2% | +18.7% | +31.5% | +24.0% |
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