-34.0%
CLX vs MLM
+41.9%
-75.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.5% |
| 7D | -9.2% | -2.9% | -6.3% | -8.7% |
| 30D | -11.0% | -6.8% | -4.2% | -9.9% |
| 3M | +5.0% | -11.2% | +16.3% | +7.1% |
| 6M | -18.8% | -21.8% | +3.0% | -15.7% |
| YTD | -4.4% | -17.0% | +12.6% | -1.8% |
| 1Y | -21.9% | -16.4% | -5.5% | -19.9% |
| 3Y | -32.8% | +14.5% | -47.2% | -35.1% |
| All | -34.0% | +41.9% | -75.9% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling