+99.7%
CLF vs MLM
+185.4%
-85.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +3.1% |
| 7D | -19.6% | -4.1% | -15.5% | -16.9% |
| 30D | -5.0% | +8.2% | -13.1% | -11.0% |
| 3M | -6.3% | -3.6% | -2.7% | -4.5% |
| 6M | +2.8% | -15.6% | +18.3% | +15.7% |
| YTD | -13.7% | -16.4% | +2.7% | -3.4% |
| 1Y | +13.6% | -14.3% | +27.9% | +24.6% |
| 3Y | -34.0% | +19.3% | -53.3% | -45.2% |
| 5Y | -48.7% | +29.6% | -78.3% | -60.6% |
| All | +99.7% | +185.4% | -85.7% | -21.3% |
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