+283.0%
CG vs MLM
+635.0%
-352.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.2% | -1.4% | -3.9% |
| 7D | -1.5% | -1.2% | -0.3% | -0.8% |
| 30D | +2.8% | +7.9% | -5.2% | -1.0% |
| 3M | -19.2% | -4.5% | -14.8% | -17.4% |
| 6M | -21.0% | -12.6% | -8.3% | -15.8% |
| YTD | -31.0% | -14.9% | -16.1% | -25.7% |
| 1Y | -21.1% | -13.1% | -8.0% | -15.9% |
| 3Y | +48.8% | +21.2% | +27.6% | +36.1% |
| 5Y | -21.5% | +32.0% | -53.5% | -31.3% |
| 10Y | +298.1% | +195.3% | +102.8% | +137.5% |
| All | +283.0% | +635.0% | -352.1% | +74.8% |
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