+2,112.2%
CL vs MLM
+2,961.7%
-849.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -2.2% | -2.9% | +0.7% | -1.7% |
| 30D | -4.8% | -6.8% | +2.0% | -3.8% |
| 3M | +4.9% | -11.2% | +16.1% | +6.7% |
| 6M | -5.7% | -21.8% | +16.1% | -2.2% |
| YTD | +14.4% | -17.0% | +31.4% | +17.3% |
| 1Y | +8.7% | -16.4% | +25.1% | +11.3% |
| 3Y | +30.0% | +14.5% | +15.5% | +25.1% |
| 5Y | +28.4% | +41.7% | -13.4% | +18.0% |
| 10Y | +50.1% | +200.0% | -150.0% | +16.6% |
| All | +2,112.2% | +2,961.7% | -849.5% | +945.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling