+19.1%
CLX vs MLM
+185.4%
-166.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.4% |
| 7D | +13.6% | -4.1% | +17.7% | +14.1% |
| 30D | +23.4% | +8.2% | +15.2% | +22.4% |
| 3M | -2.8% | -3.6% | +0.7% | -2.5% |
| 6M | +14.0% | -15.6% | +29.5% | +15.6% |
| YTD | +4.2% | -16.4% | +20.6% | +5.6% |
| 1Y | -1.2% | -14.3% | +13.2% | 0.0% |
| 3Y | -12.7% | +19.3% | -32.0% | -14.2% |
| 5Y | -26.5% | +29.6% | -56.1% | -28.9% |
| All | +19.1% | +185.4% | -166.3% | +9.7% |
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 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