+84.9%
CL vs MLM
+149.0%
-64.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +2.6% | -2.9% | +5.4% | +3.0% |
| 30D | +11.8% | +10.4% | +1.3% | +10.1% |
| 3M | +5.9% | -3.7% | +9.6% | +6.4% |
| 6M | +13.3% | -10.3% | +23.6% | +14.8% |
| YTD | +27.1% | -14.8% | +41.9% | +29.5% |
| 1Y | +28.0% | -13.9% | +41.9% | +30.2% |
| 3Y | +39.4% | +18.4% | +21.0% | +33.8% |
| 5Y | +40.8% | +31.8% | +9.0% | +31.1% |
| 10Y | +84.9% | +143.4% | -58.5% | +48.5% |
| All | +84.9% | +149.0% | -64.1% | +48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling