+3,446.1%
CSGP vs MLM
+1,650.2%
+1,795.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.7% | +3.1% |
| 7D | +18.3% | +9.1% | +9.2% | +14.6% |
| 30D | +17.8% | +14.6% | +3.2% | +12.1% |
| 3M | +9.3% | +0.3% | +9.0% | +9.2% |
| 6M | -7.9% | -7.5% | -0.4% | -5.9% |
| YTD | -51.5% | -10.2% | -41.3% | -50.2% |
| 1Y | -53.3% | -10.5% | -42.8% | -52.1% |
| 3Y | -57.9% | +27.8% | -85.7% | -62.7% |
| 5Y | -61.3% | +38.9% | -100.2% | -66.9% |
| 10Y | +77.5% | +211.4% | -133.9% | +4.0% |
| All | +3,446.1% | +1,650.2% | +1,795.9% | +825.5% |
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 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