+3,896.6%
CMG vs MLM
+674.6%
+3,221.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.5% |
| 7D | -0.6% | -2.0% | +1.3% | +0.2% |
| 30D | +15.9% | +9.5% | +6.4% | +12.0% |
| 3M | +7.8% | -4.7% | +12.5% | +9.7% |
| 6M | +7.7% | -10.7% | +18.4% | +11.2% |
| YTD | -4.9% | -16.6% | +11.6% | +0.3% |
| 1Y | +12.3% | -15.4% | +27.7% | +17.8% |
| 3Y | -17.1% | +15.9% | -33.0% | -24.0% |
| 5Y | -5.6% | +27.1% | -32.8% | -17.6% |
| 10Y | +342.9% | +142.3% | +200.5% | +175.6% |
| All | +3,896.6% | +674.6% | +3,221.9% | +1,259.0% |
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 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