+43.4%
CMI vs MLM
-17.1%
+60.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.4% |
| 7D | +1.9% | +1.4% | +0.5% | +1.2% |
| 30D | -12.5% | -6.5% | -6.0% | -9.9% |
| 3M | -16.2% | -7.4% | -8.8% | -14.4% |
| 6M | +4.9% | -15.8% | +20.7% | +13.2% |
| YTD | +11.1% | -17.4% | +28.6% | +19.3% |
| 1Y | +43.4% | -17.9% | +61.3% | +52.3% |
| All | +43.4% | -17.1% | +60.5% | +52.3% |
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