+2,375.2%
CL vs MLM
+3,210.3%
-835.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +0.9% | +2.9% |
| 7D | +7.7% | +9.1% | -1.4% | +6.2% |
| 30D | +15.2% | +14.6% | +0.6% | +12.7% |
| 3M | +7.3% | +0.3% | +7.0% | +7.2% |
| 6M | +17.0% | -7.5% | +24.5% | +18.1% |
| YTD | +28.0% | -10.2% | +38.2% | +29.6% |
| 1Y | +32.1% | -10.5% | +42.6% | +33.8% |
| 3Y | +41.5% | +27.8% | +13.7% | +34.0% |
| 5Y | +43.9% | +38.9% | +5.0% | +32.8% |
| 10Y | +79.8% | +211.4% | -131.6% | +39.0% |
| All | +2,375.2% | +3,210.3% | -835.1% | +1,054.2% |
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