+155.6%
CCL vs MLM
+18.8%
+136.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +2.2% |
| 7D | +3.1% | -3.8% | +6.9% | +6.4% |
| 30D | +17.5% | +11.0% | +6.5% | +8.5% |
| 3M | +6.8% | -3.1% | +9.9% | +9.4% |
| 6M | +18.7% | -9.8% | +28.5% | +28.1% |
| YTD | +3.0% | -14.4% | +17.4% | +15.3% |
| 1Y | +17.7% | -12.6% | +30.3% | +29.8% |
| 3Y | +155.6% | +19.7% | +135.9% | +93.5% |
| All | +155.6% | +18.8% | +136.8% | +93.5% |
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