+18.8%
CLX vs MLM
+190.7%
-171.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +1.1% |
| 7D | +12.4% | -1.2% | +13.7% | +12.6% |
| 30D | +21.1% | +7.9% | +13.2% | +20.2% |
| 3M | -3.3% | -4.5% | +1.1% | -2.9% |
| 6M | +18.8% | -12.6% | +31.5% | +20.1% |
| YTD | +3.9% | -14.9% | +18.8% | +5.2% |
| 1Y | -3.8% | -13.1% | +9.3% | -2.8% |
| 3Y | -10.5% | +21.2% | -31.7% | -12.2% |
| 5Y | -26.7% | +32.0% | -58.7% | -29.2% |
| All | +18.8% | +190.7% | -171.9% | +9.2% |
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