+250.9%
CP vs MLM
+185.4%
+65.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.0% |
| 7D | +2.8% | -4.1% | +6.9% | +4.4% |
| 30D | +10.2% | +8.2% | +2.0% | +6.7% |
| 3M | +2.4% | -3.6% | +5.9% | +3.5% |
| 6M | +7.7% | -15.6% | +23.2% | +14.0% |
| YTD | +26.0% | -16.4% | +42.4% | +33.4% |
| 1Y | +34.6% | -14.3% | +49.0% | +41.1% |
| 3Y | +26.7% | +19.3% | +7.4% | +14.9% |
| 5Y | +24.9% | +29.6% | -4.7% | +7.5% |
| All | +250.9% | +185.4% | +65.5% | +121.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling