+153.5%
MLM vs CPB
-39.9%
+193.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.6% | +2.6% |
| 7D | -3.8% | +3.3% | -7.1% | -4.2% |
| 30D | +11.0% | +19.0% | -8.0% | +8.7% |
| 3M | -3.1% | +0.4% | -3.5% | -3.3% |
| 6M | -9.8% | +13.0% | -22.8% | -11.2% |
| YTD | -14.4% | -12.7% | -1.6% | -13.5% |
| 1Y | -12.6% | -20.9% | +8.3% | -10.7% |
| 3Y | +19.7% | -35.4% | +55.1% | +23.9% |
| 5Y | +29.8% | -32.3% | +62.0% | +32.9% |
| 10Y | +153.5% | -40.5% | +194.1% | +169.9% |
| All | +153.5% | -39.9% | +193.5% | +169.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling