-13.1%
MLM vs CPB
-17.5%
+4.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.3% |
| 7D | -1.2% | +11.6% | -12.8% | -3.1% |
| 30D | +7.9% | +23.3% | -15.4% | +4.3% |
| 3M | -4.5% | +1.6% | -6.1% | -5.3% |
| 6M | -12.6% | +13.9% | -26.6% | -14.3% |
| YTD | -14.9% | -11.7% | -3.2% | -13.9% |
| 1Y | -13.1% | -18.2% | +5.2% | -11.0% |
| All | -13.1% | -17.5% | +4.5% | -11.0% |
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