+1,111.7%
CCI vs MLM
+1,451.5%
-339.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.2% | +3.8% | +0.6% |
| 7D | +2.4% | -1.2% | +3.6% | +2.8% |
| 30D | +33.2% | +7.9% | +25.3% | +29.2% |
| 3M | +25.0% | -4.5% | +29.4% | +26.6% |
| 6M | +4.8% | -12.6% | +17.4% | +8.8% |
| YTD | +6.4% | -14.9% | +21.2% | +10.9% |
| 1Y | +6.5% | -13.1% | +19.5% | +10.2% |
| 3Y | +8.6% | +21.2% | -12.6% | -2.8% |
| 5Y | -35.3% | +32.0% | -67.3% | -45.1% |
| 10Y | +58.2% | +195.3% | -137.1% | -12.7% |
| All | +1,111.7% | +1,451.5% | -339.8% | +111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling