+283.2%
CLF vs MLM
+3,210.3%
-2,927.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.4% | -11.5% | -10.7% |
| 7D | -7.9% | +9.1% | -17.0% | -13.1% |
| 30D | +5.2% | +14.6% | -9.4% | -4.3% |
| 3M | +4.3% | +0.3% | +4.0% | +3.1% |
| 6M | +25.3% | -7.5% | +32.7% | +30.3% |
| YTD | -3.3% | -10.2% | +6.9% | +1.5% |
| 1Y | +20.2% | -10.5% | +30.7% | +26.5% |
| 3Y | -25.0% | +27.8% | -52.8% | -37.7% |
| 5Y | -42.1% | +38.9% | -81.0% | -54.4% |
| 10Y | +139.1% | +211.4% | -72.3% | +13.4% |
| All | +283.2% | +3,210.3% | -2,927.1% | -15.2% |
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