-0.8%
MLM vs CAI
-5.3%
+4.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.1% | +2.4% |
| 7D | -3.8% | -20.3% | +16.5% | -2.2% |
| 30D | +11.0% | -13.9% | +24.9% | +12.2% |
| 3M | -3.1% | +12.4% | -15.5% | -4.3% |
| 6M | -9.8% | +58.3% | -68.1% | -13.6% |
| YTD | -14.4% | -5.2% | -9.1% | -15.0% |
| 1Y | -12.6% | -0.2% | -12.4% | -13.7% |
| All | -0.8% | -5.3% | +4.5% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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