-14.2%
MLM vs CAI
-6.2%
-8.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.4% |
| 7D | -0.9% | -8.7% | +7.8% | -0.1% |
| 30D | +9.0% | -23.8% | +32.9% | +11.3% |
| 3M | -5.6% | +3.9% | -9.4% | -6.0% |
| 6M | -10.7% | +56.8% | -67.5% | -14.3% |
| YTD | -17.2% | -14.6% | -2.6% | -17.3% |
| 1Y | -14.2% | -5.2% | -9.0% | -15.7% |
| All | -14.2% | -6.2% | -8.0% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling