+73.3%
CSGP vs MLM
+190.7%
-117.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.5% | +0.2% |
| 7D | +13.9% | -1.2% | +15.1% | +14.5% |
| 30D | +16.0% | +7.9% | +8.1% | +12.9% |
| 3M | +6.1% | -4.5% | +10.6% | +7.8% |
| 6M | -8.2% | -12.6% | +4.5% | -4.3% |
| YTD | -52.3% | -14.9% | -37.5% | -50.2% |
| 1Y | -54.5% | -13.1% | -41.4% | -52.8% |
| 3Y | -58.6% | +21.2% | -79.8% | -62.6% |
| 5Y | -61.5% | +32.0% | -93.5% | -66.8% |
| All | +73.3% | +190.7% | -117.4% | +15.1% |
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