-3.8%
MLM vs CAI
-7.1%
+3.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -2.9% | -2.2% | -0.7% | -2.7% |
| 30D | -6.8% | +52.4% | -59.2% | -10.0% |
| 3M | -11.2% | +45.1% | -56.3% | -14.0% |
| 6M | -21.8% | +26.2% | -48.1% | -23.8% |
| YTD | -17.0% | -7.1% | -9.9% | -17.3% |
| 1Y | -16.4% | -31.0% | +14.7% | -14.9% |
| All | -3.8% | -7.1% | +3.4% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling