+206.1%
MLM vs CRL
+247.0%
-40.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.6% |
| 7D | -2.9% | -1.0% | -1.9% | -2.6% |
| 30D | -6.8% | +10.7% | -17.5% | -9.7% |
| 3M | -11.2% | +55.3% | -66.5% | -23.0% |
| 6M | -21.8% | +60.7% | -82.5% | -33.8% |
| YTD | -17.0% | +44.6% | -61.6% | -27.6% |
| 1Y | -16.4% | +77.7% | -94.1% | -32.2% |
| 3Y | +14.5% | +37.6% | -23.2% | -4.5% |
| 5Y | +41.7% | -35.8% | +77.6% | +53.8% |
| All | +206.1% | +247.0% | -40.9% | +47.6% |
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