+55.4%
CCL vs MLM
+15.1%
+40.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.8% |
| 7D | -5.0% | -2.9% | -2.1% | -2.8% |
| 30D | -20.3% | -6.8% | -13.5% | -15.9% |
| 3M | -15.1% | -11.2% | -3.9% | -7.5% |
| 6M | -15.1% | -21.8% | +6.7% | +2.3% |
| YTD | -21.8% | -17.0% | -4.8% | -10.4% |
| 1Y | -24.8% | -16.4% | -8.4% | -14.5% |
| All | +55.4% | +15.1% | +40.3% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling