-47.8%
CLF vs MLM
+41.9%
-89.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +0.9% |
| 7D | +7.6% | -2.9% | +10.5% | +10.0% |
| 30D | -1.2% | -6.8% | +5.6% | +4.0% |
| 3M | -13.4% | -11.2% | -2.1% | -5.9% |
| 6M | +15.4% | -21.8% | +37.3% | +37.7% |
| YTD | -5.9% | -17.0% | +11.1% | +5.8% |
| 1Y | +18.8% | -16.4% | +35.2% | +32.4% |
| 3Y | -19.4% | +14.5% | -33.9% | -31.0% |
| All | -47.8% | +41.9% | -89.7% | -61.8% |
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 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