+236.4%
CLF vs MLM
+3,039.4%
-2,803.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -5.2% | -7.1% | -8.9% |
| 7D | -21.0% | -1.2% | -19.7% | -20.3% |
| 30D | -8.0% | +7.9% | -15.9% | -12.8% |
| 3M | -10.9% | -4.5% | -6.4% | -8.9% |
| 6M | +5.8% | -12.6% | +18.5% | +14.6% |
| YTD | -15.1% | -14.9% | -0.3% | -7.5% |
| 1Y | +7.2% | -13.1% | +20.3% | +15.3% |
| 3Y | -34.2% | +21.2% | -55.4% | -43.3% |
| 5Y | -49.6% | +32.0% | -81.6% | -58.9% |
| 10Y | +109.9% | +195.3% | -85.4% | +3.3% |
| All | +236.4% | +3,039.4% | -2,803.0% | -22.8% |
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 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