-41.6%
CCL vs MLM
+199.9%
-241.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.8% |
| 7D | -5.0% | -2.9% | -2.1% | -2.7% |
| 30D | -20.3% | -6.8% | -13.5% | -15.7% |
| 3M | -15.1% | -11.2% | -3.9% | -7.0% |
| 6M | -15.1% | -21.8% | +6.7% | +4.0% |
| YTD | -21.8% | -17.0% | -4.8% | -9.4% |
| 1Y | -24.8% | -16.4% | -8.4% | -13.6% |
| 3Y | +51.9% | +14.5% | +37.4% | +32.4% |
| 5Y | +4.0% | +41.7% | -37.7% | -23.3% |
| All | -41.6% | +199.9% | -241.5% | -73.4% |
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