+6,781.2%
CME vs MLM
+2,148.9%
+4,632.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -1.6% | -2.9% | +1.3% | -0.5% |
| 30D | +6.2% | -6.8% | +13.1% | +8.9% |
| 3M | +10.4% | -11.2% | +21.7% | +14.6% |
| 6M | -9.5% | -21.8% | +12.3% | -1.9% |
| YTD | +6.0% | -17.0% | +23.0% | +11.7% |
| 1Y | +9.3% | -16.4% | +25.6% | +14.5% |
| 3Y | +57.7% | +14.5% | +43.2% | +40.4% |
| 5Y | +77.7% | +41.7% | +35.9% | +39.9% |
| 10Y | +281.2% | +200.0% | +81.2% | +95.5% |
| All | +6,781.2% | +2,148.9% | +4,632.3% | +1,414.4% |
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