+383.6%
CMG vs MLM
+167.5%
+216.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +3.0% |
| 7D | +8.6% | -3.8% | +12.4% | +10.0% |
| 30D | +13.1% | +11.0% | +2.1% | +9.2% |
| 3M | +9.0% | -3.1% | +12.0% | +10.0% |
| 6M | +10.0% | -9.8% | +19.8% | +12.9% |
| YTD | -3.4% | -14.4% | +11.0% | +0.5% |
| 1Y | +16.8% | -12.6% | +29.4% | +20.6% |
| 3Y | -14.7% | +19.7% | -34.4% | -22.1% |
| 5Y | -1.5% | +29.8% | -31.3% | -14.0% |
| 10Y | +383.6% | +153.5% | +230.1% | +215.5% |
| All | +383.6% | +167.5% | +216.1% | +215.5% |
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