+22.8%
CCL vs MLM
+23.5%
-0.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +2.1% |
| 7D | +3.1% | -4.1% | +7.2% | +7.3% |
| 30D | +13.7% | +8.2% | +5.5% | +5.8% |
| 3M | +3.8% | -3.6% | +7.4% | +6.8% |
| 6M | +9.3% | -15.6% | +24.8% | +26.3% |
| YTD | -1.1% | -16.4% | +15.3% | +15.0% |
| 1Y | +14.6% | -14.3% | +28.9% | +30.3% |
| 3Y | +146.4% | +19.3% | +127.1% | +93.1% |
| All | +22.8% | +23.5% | -0.7% | -14.5% |
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 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