+3,264.4%
CSGP vs MLM
+1,518.8%
+1,745.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -2.9% |
| 7D | -4.1% | -2.9% | -1.2% | -3.1% |
| 30D | +2.3% | -6.8% | +9.1% | +5.0% |
| 3M | -8.2% | -11.2% | +3.1% | -4.4% |
| 6M | -35.1% | -21.8% | -13.2% | -29.6% |
| YTD | -54.0% | -17.0% | -37.1% | -51.4% |
| 1Y | -65.3% | -16.4% | -48.9% | -63.5% |
| 3Y | -62.6% | +14.5% | -77.0% | -65.5% |
| 5Y | -64.8% | +41.7% | -106.6% | -70.1% |
| 10Y | +45.1% | +200.0% | -155.0% | -14.0% |
| All | +3,264.4% | +1,518.8% | +1,745.6% | +803.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling