-29.6%
CLS vs MLM
-11.4%
-18.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.4% | -11.4% | -9.6% |
| 7D | -21.1% | +9.1% | -30.3% | -23.3% |
| 30D | -38.2% | +14.6% | -52.9% | -41.0% |
| 3M | -36.3% | +0.3% | -36.6% | -35.7% |
| 6M | -43.8% | -7.5% | -36.3% | -41.0% |
| YTD | -20.0% | -10.2% | -9.8% | -19.4% |
| 1Y | -29.6% | -10.5% | -19.1% | -28.4% |
| All | -29.6% | -11.4% | -18.2% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling