+7,451.3%
CME vs MLM
+2,205.9%
+5,245.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.8% | +1.7% |
| 7D | +3.7% | -1.2% | +4.9% | +4.1% |
| 30D | +13.7% | +7.9% | +5.8% | +10.2% |
| 3M | +16.6% | -4.5% | +21.0% | +18.1% |
| 6M | +8.2% | -12.6% | +20.8% | +12.4% |
| YTD | +16.3% | -14.9% | +31.2% | +21.1% |
| 1Y | +19.1% | -13.1% | +32.2% | +22.8% |
| 3Y | +67.4% | +21.2% | +46.1% | +45.8% |
| 5Y | +71.0% | +32.0% | +39.0% | +39.1% |
| 10Y | +338.9% | +195.3% | +143.6% | +127.3% |
| All | +7,451.3% | +2,205.9% | +5,245.4% | +1,541.4% |
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