+300.3%
CME vs MLM
+140.0%
+160.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | +2.7% | -2.0% | +4.7% | +3.2% |
| 30D | +13.5% | +9.5% | +4.0% | +10.7% |
| 3M | +20.9% | -4.7% | +25.6% | +22.1% |
| 6M | +11.5% | -10.7% | +22.2% | +13.8% |
| YTD | +19.5% | -16.6% | +36.0% | +23.6% |
| 1Y | +17.2% | -15.4% | +32.6% | +20.7% |
| 3Y | +65.1% | +15.9% | +49.2% | +51.0% |
| 5Y | +73.1% | +27.1% | +46.0% | +50.2% |
| All | +300.3% | +140.0% | +160.3% | +159.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling