+328.9%
CME vs MLM
+185.4%
+143.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | +0.9% | -4.1% | +5.0% | +2.0% |
| 30D | +13.2% | +8.2% | +5.0% | +10.8% |
| 3M | +16.3% | -3.6% | +19.9% | +17.1% |
| 6M | +7.1% | -15.6% | +22.7% | +11.2% |
| YTD | +15.8% | -16.4% | +32.3% | +19.9% |
| 1Y | +17.1% | -14.3% | +31.4% | +20.2% |
| 3Y | +63.2% | +19.3% | +43.8% | +47.6% |
| 5Y | +70.2% | +29.6% | +40.6% | +46.4% |
| All | +328.9% | +185.4% | +143.5% | +154.3% |
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