+740.6%
CMS vs MLM
+2,961.7%
-2,221.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +0.4% | -2.9% | +3.3% | +1.0% |
| 30D | -3.6% | -6.8% | +3.2% | -2.3% |
| 3M | -1.9% | -11.2% | +9.3% | +0.3% |
| 6M | -11.0% | -21.8% | +10.9% | -6.8% |
| YTD | +0.2% | -17.0% | +17.2% | +3.4% |
| 1Y | -1.3% | -16.4% | +15.1% | +1.6% |
| 3Y | +35.9% | +14.5% | +21.5% | +29.6% |
| 5Y | +23.1% | +41.7% | -18.7% | +10.5% |
| 10Y | +117.9% | +200.0% | -82.1% | +57.6% |
| All | +740.6% | +2,961.7% | -2,221.2% | +260.4% |
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