+4,100.0%
CMG vs MLM
+670.8%
+3,429.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -2.1% |
| 7D | -2.8% | -2.9% | +0.1% | -1.7% |
| 30D | +7.1% | -6.8% | +14.0% | +10.0% |
| 3M | +31.2% | -11.2% | +42.4% | +36.1% |
| 6M | +0.7% | -21.8% | +22.5% | +9.5% |
| YTD | -0.1% | -17.0% | +16.9% | +5.7% |
| 1Y | -10.7% | -16.4% | +5.6% | -5.9% |
| 3Y | -4.7% | +14.5% | -19.1% | -12.4% |
| 5Y | -3.8% | +41.7% | -45.5% | -19.5% |
| 10Y | +352.5% | +200.0% | +152.4% | +155.9% |
| All | +4,100.0% | +670.8% | +3,429.2% | +1,331.9% |
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 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