+1,628.1%
CLS vs MLM
+185.4%
+1,442.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.5% |
| 7D | -22.2% | -4.1% | -18.0% | -20.4% |
| 30D | -44.4% | +8.2% | -52.5% | -47.0% |
| 3M | -34.3% | -3.6% | -30.7% | -33.6% |
| 6M | -50.1% | -15.6% | -34.5% | -46.2% |
| YTD | -30.1% | -16.4% | -13.7% | -24.6% |
| 1Y | -39.3% | -14.3% | -25.0% | -35.3% |
| 3Y | +732.7% | +19.3% | +713.4% | +644.7% |
| 5Y | +1,777.2% | +29.6% | +1,747.6% | +1,485.6% |
| All | +1,628.1% | +185.4% | +1,442.7% | +949.6% |
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