+350.2%
CG vs MLM
+616.8%
-266.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -2.2% |
| 7D | -4.3% | -2.9% | -1.4% | -2.9% |
| 30D | -5.1% | -6.8% | +1.7% | -1.7% |
| 3M | +8.7% | -11.2% | +19.9% | +14.9% |
| 6M | -9.2% | -21.8% | +12.6% | +2.0% |
| YTD | -18.9% | -17.0% | -1.9% | -11.6% |
| 1Y | -25.6% | -16.4% | -9.3% | -19.3% |
| 3Y | +57.3% | +14.5% | +42.8% | +47.4% |
| 5Y | +10.2% | +41.7% | -31.6% | -6.3% |
| 10Y | +364.2% | +200.0% | +164.2% | +176.1% |
| All | +350.2% | +616.8% | -266.7% | +107.8% |
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