+138.8%
MLM vs CPB
-38.9%
+177.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.9% | -1.1% |
| 7D | -0.9% | -1.6% | +0.7% | -0.7% |
| 30D | +9.0% | +19.2% | -10.2% | +6.7% |
| 3M | -5.6% | -1.0% | -4.6% | -5.7% |
| 6M | -10.7% | +15.2% | -25.9% | -12.3% |
| YTD | -17.2% | -13.1% | -4.1% | -16.2% |
| 1Y | -14.2% | -22.4% | +8.2% | -12.2% |
| 3Y | +15.6% | -35.3% | +50.9% | +19.7% |
| 5Y | +26.2% | -33.0% | +59.2% | +29.5% |
| All | +138.8% | -38.9% | +177.7% | +145.5% |
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