+1,753.0%
CLS vs MLM
+150.3%
+1,602.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.5% | +5.4% | +6.5% |
| 7D | -10.6% | -3.8% | -6.7% | -8.5% |
| 30D | -38.4% | +11.0% | -49.4% | -42.1% |
| 3M | -29.9% | -3.1% | -26.8% | -29.3% |
| 6M | -40.6% | -9.8% | -30.9% | -38.4% |
| YTD | -24.6% | -14.4% | -10.2% | -19.6% |
| 1Y | -30.8% | -12.6% | -18.2% | -26.9% |
| 3Y | +811.7% | +19.7% | +792.0% | +711.7% |
| 5Y | +1,838.4% | +29.8% | +1,808.7% | +1,528.3% |
| All | +1,753.0% | +150.3% | +1,602.7% | +989.7% |
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