-29.4%
CCL vs MLM
+140.5%
-170.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.4% |
| 7D | -1.5% | -5.8% | +4.3% | +3.5% |
| 30D | +16.5% | +9.8% | +6.6% | +7.7% |
| 3M | +11.2% | -5.2% | +16.4% | +15.8% |
| 6M | +22.6% | -10.3% | +32.9% | +33.0% |
| YTD | +2.6% | -15.5% | +18.1% | +17.0% |
| 1Y | +17.0% | -15.0% | +32.0% | +33.0% |
| 3Y | +145.5% | +17.5% | +128.1% | +108.4% |
| 5Y | +36.1% | +30.5% | +5.6% | +6.0% |
| 10Y | -29.4% | +145.5% | -174.9% | -67.9% |
| All | -29.4% | +140.5% | -170.0% | -67.9% |
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