+1,914.6%
CLS vs MLM
+138.2%
+1,776.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.0% |
| 7D | +16.3% | -0.9% | +17.2% | +16.9% |
| 30D | -25.7% | +9.0% | -34.7% | -29.5% |
| 3M | -30.9% | -5.6% | -25.3% | -29.3% |
| 6M | -35.5% | -10.7% | -24.8% | -32.7% |
| YTD | -18.7% | -17.2% | -1.5% | -11.8% |
| 1Y | -17.9% | -14.2% | -3.7% | -12.6% |
| 3Y | +838.1% | +15.6% | +822.5% | +750.6% |
| 5Y | +1,971.9% | +26.2% | +1,945.7% | +1,666.2% |
| All | +1,914.6% | +138.2% | +1,776.3% | +1,105.9% |
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