-1.4%
CLX vs MLM
-12.9%
+11.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +2.2% |
| 7D | +12.4% | -1.2% | +13.7% | +12.8% |
| 30D | +21.1% | +7.9% | +13.2% | +18.0% |
| 3M | -3.3% | -4.5% | +1.1% | -2.4% |
| 6M | +18.8% | -12.6% | +31.5% | +21.9% |
| YTD | +3.9% | -14.9% | +18.8% | +5.0% |
| All | -1.4% | -12.9% | +11.4% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling