+33.9%
CCL vs MLM
+25.7%
+8.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.3% |
| 7D | -1.2% | -0.9% | -0.3% | -0.3% |
| 30D | +13.1% | +9.0% | +4.1% | +4.6% |
| 3M | +3.4% | -5.6% | +8.9% | +8.6% |
| 6M | +18.7% | -10.7% | +29.4% | +30.2% |
| YTD | -2.3% | -17.2% | +14.9% | +14.6% |
| 1Y | +14.2% | -14.2% | +28.4% | +29.8% |
| 3Y | +133.6% | +15.6% | +118.0% | +88.9% |
| All | +33.9% | +25.7% | +8.2% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling