-5.3%
CMG vs MLM
+15.1%
-20.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -2.0% |
| 7D | -2.8% | -2.9% | +0.1% | -2.0% |
| 30D | +7.1% | -6.8% | +14.0% | +9.2% |
| 3M | +31.2% | -11.2% | +42.4% | +34.9% |
| 6M | +0.7% | -21.8% | +22.5% | +8.0% |
| YTD | -0.1% | -17.0% | +16.9% | +4.3% |
| 1Y | -10.7% | -16.4% | +5.6% | -7.1% |
| All | -5.3% | +15.1% | -20.5% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling