-62.8%
CSGP vs MLM
+15.1%
-77.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -2.8% |
| 7D | -4.1% | -2.9% | -1.2% | -3.3% |
| 30D | +2.3% | -6.8% | +9.1% | +4.5% |
| 3M | -8.2% | -11.2% | +3.1% | -5.4% |
| 6M | -35.1% | -21.8% | -13.2% | -30.4% |
| YTD | -54.0% | -17.0% | -37.1% | -51.8% |
| 1Y | -65.3% | -16.4% | -48.9% | -63.8% |
| All | -62.8% | +15.1% | -77.9% | -67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling