-65.3%
CSGP vs MLM
-15.9%
-49.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -2.6% |
| 7D | -4.1% | -2.9% | -1.2% | -3.7% |
| 30D | +2.3% | -6.8% | +9.1% | +3.2% |
| 3M | -8.2% | -11.2% | +3.1% | -7.4% |
| 6M | -35.1% | -21.8% | -13.2% | -33.1% |
| YTD | -54.0% | -17.0% | -37.1% | -52.3% |
| 1Y | -65.3% | -16.4% | -48.9% | -64.4% |
| All | -65.3% | -15.9% | -49.4% | -64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling