+56.5%
CCI vs MLM
+167.5%
-110.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.3% | -1.5% |
| 7D | +0.9% | -3.8% | +4.8% | +1.8% |
| 30D | +10.3% | +11.0% | -0.7% | +7.5% |
| 3M | +17.9% | -3.1% | +20.9% | +18.5% |
| 6M | -0.5% | -9.8% | +9.3% | +1.4% |
| YTD | +2.7% | -14.4% | +17.1% | +5.6% |
| 1Y | +3.1% | -12.6% | +15.7% | +5.5% |
| 3Y | +8.0% | +19.7% | -11.8% | +0.6% |
| 5Y | -37.8% | +29.8% | -67.5% | -44.2% |
| 10Y | +56.5% | +153.5% | -97.0% | +13.1% |
| All | +56.5% | +167.5% | -110.9% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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