+844.8%
CCJ vs MLM
+167.5%
+677.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +4.7% |
| 7D | +2.7% | -3.8% | +6.6% | +4.4% |
| 30D | -14.4% | +11.0% | -25.4% | -18.3% |
| 3M | -22.6% | -3.1% | -19.6% | -21.8% |
| 6M | -35.4% | -9.8% | -25.7% | -33.1% |
| YTD | -17.6% | -14.4% | -3.3% | -13.0% |
| 1Y | -18.1% | -12.6% | -5.6% | -14.2% |
| 3Y | +79.6% | +19.7% | +59.8% | +64.7% |
| 5Y | +175.3% | +29.8% | +145.5% | +140.3% |
| 10Y | +844.8% | +153.5% | +691.3% | +540.8% |
| All | +844.8% | +167.5% | +677.4% | +540.8% |
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 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