+117.4%
CMI vs MLM
+18.7%
+98.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.2% | +1.2% |
| 7D | -10.0% | -4.1% | -5.9% | -8.3% |
| 30D | -13.0% | +8.2% | -21.2% | -16.6% |
| 3M | -29.9% | -3.6% | -26.3% | -28.9% |
| 6M | -36.7% | -15.6% | -21.1% | -31.8% |
| YTD | -10.9% | -16.4% | +5.5% | -4.1% |
| 1Y | -1.3% | -14.3% | +13.0% | +4.9% |
| 3Y | +117.4% | +19.3% | +98.1% | +92.8% |
| All | +117.4% | +18.7% | +98.7% | +92.8% |
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