+145.1%
CCL vs MLM
+18.7%
+126.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +1.4% |
| 7D | +2.6% | -4.1% | +6.7% | +6.2% |
| 30D | +13.1% | +8.2% | +4.9% | +6.5% |
| 3M | +3.3% | -3.6% | +6.9% | +6.2% |
| 6M | +8.7% | -15.6% | +24.3% | +23.7% |
| YTD | -1.6% | -16.4% | +14.8% | +12.3% |
| 1Y | +14.0% | -14.3% | +28.3% | +27.7% |
| 3Y | +145.1% | +19.3% | +125.8% | +84.2% |
| All | +145.1% | +18.7% | +126.4% | +84.2% |
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