+1,166.2%
CDNS vs MLM
+138.2%
+1,028.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | +1.0% | -0.9% | +1.8% | +1.3% |
| 30D | -2.0% | +9.0% | -11.0% | -5.4% |
| 3M | -0.2% | -5.6% | +5.3% | +1.7% |
| 6M | -8.9% | -10.7% | +1.8% | -5.8% |
| YTD | +3.3% | -17.2% | +20.5% | +9.4% |
| 1Y | +2.2% | -14.2% | +16.4% | +6.6% |
| 3Y | +22.4% | +15.6% | +6.8% | +13.3% |
| 5Y | +78.0% | +26.2% | +51.8% | +57.3% |
| All | +1,166.2% | +138.2% | +1,028.0% | +754.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling