+5,723.6%
CI vs MLM
+3,039.4%
+2,684.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.2% | +3.9% | +0.4% |
| 7D | +1.0% | -1.2% | +2.3% | +1.4% |
| 30D | +9.9% | +7.9% | +1.9% | +7.1% |
| 3M | +12.1% | -4.5% | +16.5% | +13.4% |
| 6M | +10.6% | -12.6% | +23.3% | +14.5% |
| YTD | +11.4% | -14.9% | +26.3% | +15.7% |
| 1Y | +18.8% | -13.1% | +31.8% | +22.4% |
| 3Y | +2.9% | +21.2% | -18.4% | -6.4% |
| 5Y | +54.5% | +32.0% | +22.5% | +33.6% |
| 10Y | +175.7% | +195.3% | -19.6% | +72.3% |
| All | +5,723.6% | +3,039.4% | +2,684.2% | +1,881.7% |
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