+138.8%
MLM vs CRL
+350.3%
-211.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +9.0% | +11.9% | -2.9% | +4.6% |
| 3M | -5.6% | +20.2% | -25.7% | -11.5% |
| 6M | -10.7% | +107.5% | -118.2% | -29.9% |
| YTD | -17.2% | +69.4% | -86.6% | -31.6% |
| 1Y | -14.2% | +99.7% | -114.0% | -32.9% |
| 3Y | +15.6% | +98.8% | -83.2% | -15.4% |
| 5Y | +26.2% | -12.4% | +38.7% | +22.1% |
| All | +138.8% | +350.3% | -211.5% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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