+2,093.5%
CLS vs MLM
+1,610.0%
+483.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -5.2% | -7.9% | -10.5% |
| 7D | -27.3% | -1.2% | -26.0% | -26.8% |
| 30D | -47.0% | +7.9% | -55.0% | -49.2% |
| 3M | -43.3% | -4.5% | -38.9% | -42.4% |
| 6M | -50.8% | -12.6% | -38.1% | -48.2% |
| YTD | -30.4% | -14.9% | -15.6% | -26.1% |
| 1Y | -41.7% | -13.1% | -28.6% | -38.6% |
| 3Y | +701.4% | +21.2% | +680.2% | +619.5% |
| 5Y | +1,767.8% | +32.0% | +1,735.8% | +1,497.5% |
| 10Y | +1,636.8% | +195.3% | +1,441.5% | +845.2% |
| All | +2,093.5% | +1,610.0% | +483.5% | +264.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling