+143.4%
MLM vs CRL
+353.6%
-210.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | -2.9% | -1.7% | -1.1% | -2.6% |
| 30D | +10.4% | +14.6% | -4.2% | +5.2% |
| 3M | -3.7% | +24.8% | -28.6% | -10.8% |
| 6M | -10.3% | +94.7% | -104.9% | -28.2% |
| YTD | -14.8% | +73.4% | -88.2% | -30.2% |
| 1Y | -13.9% | +104.7% | -118.5% | -33.1% |
| 3Y | +18.4% | +101.1% | -82.7% | -13.6% |
| 5Y | +31.8% | -10.8% | +42.6% | +26.9% |
| 10Y | +143.4% | +358.8% | -215.4% | +21.6% |
| All | +143.4% | +353.6% | -210.2% | +21.6% |
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