+1,225.8%
CLS vs MLM
+15.1%
+1,210.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | 0.0% |
| 7D | +4.6% | -2.9% | +7.5% | +6.5% |
| 30D | -13.9% | -6.8% | -7.1% | -9.7% |
| 3M | -26.6% | -11.2% | -15.3% | -21.6% |
| 6M | +15.4% | -21.8% | +37.2% | +36.5% |
| YTD | +5.7% | -17.0% | +22.6% | +17.2% |
| 1Y | +41.1% | -16.4% | +57.5% | +54.1% |
| All | +1,225.8% | +15.1% | +1,210.6% | +954.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling