+29.3%
CLX vs MLM
+149.0%
-119.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +13.6% | -2.9% | +16.5% | +14.0% |
| 30D | +29.1% | +10.4% | +18.6% | +27.7% |
| 3M | +1.6% | -3.7% | +5.3% | +1.9% |
| 6M | +18.7% | -10.3% | +29.0% | +19.8% |
| YTD | +11.1% | -14.8% | +25.9% | +12.5% |
| 1Y | +7.0% | -13.9% | +20.9% | +8.2% |
| 3Y | -10.0% | +18.4% | -28.4% | -11.6% |
| 5Y | -22.6% | +31.8% | -54.4% | -25.4% |
| 10Y | +29.3% | +143.4% | -114.1% | +17.2% |
| All | +29.3% | +149.0% | -119.6% | +17.2% |
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