+42.8%
CL vs MLM
+30.6%
+12.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +0.7% |
| 7D | +5.9% | -1.2% | +7.2% | +6.1% |
| 30D | +13.8% | +7.9% | +5.8% | +12.5% |
| 3M | +6.4% | -4.5% | +10.9% | +7.0% |
| 6M | +15.6% | -12.6% | +28.3% | +17.6% |
| YTD | +27.9% | -14.9% | +42.8% | +30.2% |
| 1Y | +31.4% | -13.1% | +44.5% | +33.3% |
| 3Y | +41.4% | +21.2% | +20.2% | +34.2% |
| 5Y | +42.8% | +32.0% | +10.8% | +30.6% |
| All | +42.8% | +30.6% | +12.2% | +30.6% |
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