+126.4%
CLF vs MLM
+199.9%
-73.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +0.9% |
| 7D | +7.6% | -2.9% | +10.5% | +10.1% |
| 30D | -1.2% | -6.8% | +5.6% | +4.2% |
| 3M | -13.4% | -11.2% | -2.1% | -5.6% |
| 6M | +15.4% | -21.8% | +37.3% | +39.0% |
| YTD | -5.9% | -17.0% | +11.1% | +6.7% |
| 1Y | +18.8% | -16.4% | +35.2% | +33.5% |
| 3Y | -19.4% | +14.5% | -33.9% | -30.7% |
| 5Y | -47.7% | +41.7% | -89.5% | -62.6% |
| All | +126.4% | +199.9% | -73.5% | -18.8% |
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