-16.8%
CMG vs MLM
+18.7%
-35.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.2% |
| 7D | +8.0% | -4.1% | +12.1% | +9.3% |
| 30D | +11.9% | +8.2% | +3.7% | +9.4% |
| 3M | +2.1% | -3.6% | +5.7% | +3.1% |
| 6M | +5.2% | -15.6% | +20.7% | +10.1% |
| YTD | -6.9% | -16.4% | +9.5% | -3.0% |
| 1Y | +12.7% | -14.3% | +27.0% | +16.2% |
| 3Y | -16.8% | +19.3% | -36.1% | -25.0% |
| All | -16.8% | +18.7% | -35.5% | -25.0% |
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