+825.2%
CCJ vs MLM
+185.4%
+639.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.2% | +5.1% |
| 7D | -7.3% | -4.1% | -3.2% | -5.8% |
| 30D | -20.0% | +8.2% | -28.1% | -22.8% |
| 3M | -23.8% | -3.6% | -20.3% | -22.9% |
| 6M | -42.4% | -15.6% | -26.8% | -38.7% |
| YTD | -22.1% | -16.4% | -5.6% | -17.0% |
| 1Y | -20.8% | -14.3% | -6.5% | -16.4% |
| 3Y | +75.7% | +19.3% | +56.4% | +61.6% |
| 5Y | +167.4% | +29.6% | +137.9% | +134.5% |
| All | +825.2% | +185.4% | +639.8% | +526.1% |
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