+1,929.4%
CLS vs MLM
+140.5%
+1,788.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.8% | +9.3% | +8.9% |
| 7D | +2.8% | -5.8% | +8.6% | +6.5% |
| 30D | -30.1% | +9.8% | -39.9% | -33.9% |
| 3M | -21.7% | -5.2% | -16.6% | -20.2% |
| 6M | -36.2% | -10.3% | -26.0% | -33.6% |
| YTD | -17.8% | -15.5% | -2.4% | -11.9% |
| 1Y | -26.8% | -15.0% | -11.8% | -21.5% |
| 3Y | +853.4% | +17.5% | +835.9% | +757.2% |
| 5Y | +2,005.0% | +30.5% | +1,974.5% | +1,663.8% |
| 10Y | +1,929.4% | +145.5% | +1,783.9% | +1,101.4% |
| All | +1,929.4% | +140.5% | +1,788.9% | +1,101.4% |
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 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