-2.3%
CMI vs MLM
-12.5%
+10.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.2% | +2.6% |
| 7D | -6.8% | -3.8% | -3.0% | -5.3% |
| 30D | -10.9% | +11.0% | -21.9% | -15.2% |
| 3M | -27.3% | -3.1% | -24.3% | -26.4% |
| 6M | -30.9% | -9.8% | -21.1% | -27.9% |
| YTD | -7.7% | -14.4% | +6.7% | -4.5% |
| All | -2.3% | -12.5% | +10.2% | -0.2% |
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