+8,667.2%
CMI vs MLM
+2,961.7%
+5,705.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.3% |
| 7D | -0.7% | -2.9% | +2.2% | +0.6% |
| 30D | -13.4% | -6.8% | -6.6% | -10.6% |
| 3M | -17.0% | -11.2% | -5.8% | -12.9% |
| 6M | -1.6% | -21.8% | +20.2% | +9.8% |
| YTD | +11.0% | -17.0% | +28.0% | +20.0% |
| 1Y | +41.9% | -16.4% | +58.3% | +52.8% |
| 3Y | +151.8% | +14.5% | +137.3% | +130.4% |
| 5Y | +163.6% | +41.7% | +121.8% | +113.3% |
| 10Y | +472.9% | +200.0% | +272.9% | +195.1% |
| All | +8,667.2% | +2,961.7% | +5,705.5% | +1,757.0% |
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