+17.3%
CMG vs MLM
-12.5%
+29.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +3.3% |
| 7D | +8.6% | -3.8% | +12.4% | +9.4% |
| 30D | +13.1% | +11.0% | +2.1% | +11.2% |
| 3M | +9.0% | -3.1% | +12.0% | +9.1% |
| 6M | +10.0% | -9.8% | +19.8% | +11.6% |
| YTD | -3.4% | -14.4% | +11.0% | -2.9% |
| All | +17.3% | -12.5% | +29.7% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling