+5,327.2%
CI vs MLM
+2,961.7%
+2,365.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.7% |
| 7D | +1.3% | -2.9% | +4.2% | +2.2% |
| 30D | +4.4% | -6.8% | +11.3% | +6.7% |
| 3M | +0.7% | -11.2% | +11.9% | +4.0% |
| 6M | +0.3% | -21.8% | +22.2% | +7.7% |
| YTD | +3.8% | -17.0% | +20.8% | +8.8% |
| 1Y | -5.5% | -16.4% | +10.9% | -1.2% |
| 3Y | +8.1% | +14.5% | -6.4% | 0.0% |
| 5Y | +42.8% | +41.7% | +1.1% | +20.4% |
| 10Y | +143.9% | +200.0% | -56.2% | +51.3% |
| All | +5,327.2% | +2,961.7% | +2,365.5% | +1,764.1% |
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