+52.0%
CI vs MLM
+30.7%
+21.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -1.3% | -5.8% | +4.5% | -0.1% |
| 30D | +6.4% | +9.8% | -3.4% | +4.3% |
| 3M | +10.7% | -5.2% | +15.9% | +11.7% |
| 6M | +5.5% | -10.3% | +15.8% | +7.4% |
| YTD | +11.4% | -15.5% | +26.8% | +14.3% |
| 1Y | +15.0% | -15.0% | +30.1% | +17.9% |
| 3Y | +9.0% | +17.5% | -8.5% | +2.1% |
| 5Y | +52.0% | +30.5% | +21.4% | +36.4% |
| All | +52.0% | +30.7% | +21.3% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling