+17.6%
CCI vs MLM
+199.9%
-182.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.1% |
| 7D | -0.4% | -2.9% | +2.5% | +0.2% |
| 30D | +2.7% | -6.8% | +9.5% | +4.3% |
| 3M | -18.2% | -11.2% | -7.0% | -16.3% |
| 6M | -14.8% | -21.8% | +7.1% | -10.3% |
| YTD | -12.6% | -17.0% | +4.4% | -9.5% |
| 1Y | -16.7% | -16.4% | -0.4% | -14.0% |
| 3Y | -10.5% | +14.5% | -25.0% | -15.5% |
| 5Y | -51.4% | +41.7% | -93.2% | -57.0% |
| All | +17.6% | +199.9% | -182.3% | -16.5% |
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