-16.4%
MLM vs CPB
-32.6%
+16.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.6% |
| 7D | -2.9% | -8.6% | +5.7% | -1.8% |
| 30D | -6.8% | -7.2% | +0.4% | -6.0% |
| 3M | -11.2% | +0.9% | -12.1% | -11.0% |
| 6M | -21.8% | -11.8% | -10.0% | -20.9% |
| YTD | -17.0% | -19.4% | +2.4% | -15.2% |
| 1Y | -16.4% | -30.4% | +14.0% | -13.7% |
| All | -16.4% | -32.6% | +16.2% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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