+28.7%
CLX vs MLM
+140.5%
-111.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +7.8% | -5.8% | +13.6% | +8.4% |
| 30D | +28.5% | +9.8% | +18.7% | +27.3% |
| 3M | +1.3% | -5.2% | +6.5% | +1.8% |
| 6M | +23.4% | -10.3% | +33.7% | +24.5% |
| YTD | +11.4% | -15.5% | +26.8% | +12.9% |
| 1Y | +6.9% | -15.0% | +22.0% | +8.3% |
| 3Y | -9.8% | +17.5% | -27.2% | -11.3% |
| 5Y | -22.7% | +30.5% | -53.2% | -25.4% |
| 10Y | +28.7% | +145.5% | -116.8% | +16.9% |
| All | +28.7% | +140.5% | -111.8% | +16.9% |
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