-61.5%
CSGP vs MLM
+30.6%
-92.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.5% | +0.9% |
| 7D | +13.9% | -1.2% | +15.1% | +14.6% |
| 30D | +16.0% | +7.9% | +8.1% | +11.9% |
| 3M | +6.1% | -4.5% | +10.6% | +8.3% |
| 6M | -8.2% | -12.6% | +4.5% | -3.0% |
| YTD | -52.3% | -14.9% | -37.5% | -49.5% |
| 1Y | -54.5% | -13.1% | -41.4% | -52.5% |
| 3Y | -58.6% | +21.2% | -79.8% | -66.1% |
| 5Y | -61.5% | +32.0% | -93.5% | -71.4% |
| All | -61.5% | +30.6% | -92.1% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling