+288.0%
CME vs MLM
+149.0%
+139.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +1.7% | -2.9% | +4.5% | +2.4% |
| 30D | +10.2% | +10.4% | -0.3% | +7.3% |
| 3M | +17.8% | -3.7% | +21.5% | +18.6% |
| 6M | +11.0% | -10.3% | +21.2% | +13.2% |
| YTD | +17.0% | -14.8% | +31.8% | +20.5% |
| 1Y | +15.8% | -13.9% | +29.7% | +18.7% |
| 3Y | +61.8% | +18.4% | +43.4% | +47.1% |
| 5Y | +72.5% | +31.8% | +40.7% | +48.1% |
| 10Y | +288.0% | +143.4% | +144.6% | +151.0% |
| All | +288.0% | +149.0% | +139.0% | +151.0% |
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