+767.8%
CMS vs MLM
+3,039.4%
-2,271.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.7% | +0.6% |
| 7D | +1.7% | -1.2% | +2.9% | +1.9% |
| 30D | +8.6% | +7.9% | +0.7% | +6.9% |
| 3M | -0.5% | -4.5% | +4.0% | +0.3% |
| 6M | -4.2% | -12.6% | +8.5% | -1.9% |
| YTD | +3.4% | -14.9% | +18.3% | +6.1% |
| 1Y | +0.4% | -13.1% | +13.5% | +2.5% |
| 3Y | +38.2% | +21.2% | +17.0% | +30.2% |
| 5Y | +35.4% | +32.0% | +3.4% | +23.5% |
| 10Y | +131.7% | +195.3% | -63.7% | +68.2% |
| All | +767.8% | +3,039.4% | -2,271.6% | +269.7% |
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