+1,206.6%
CDNS vs MLM
+140.0%
+1,066.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.7% |
| 7D | +7.0% | -2.0% | +9.0% | +7.9% |
| 30D | -0.3% | +9.5% | -9.8% | -3.9% |
| 3M | +3.2% | -4.7% | +7.9% | +4.8% |
| 6M | -6.9% | -10.7% | +3.8% | -3.7% |
| YTD | +6.6% | -16.6% | +23.2% | +12.6% |
| 1Y | +5.6% | -15.4% | +21.0% | +10.8% |
| 3Y | +27.4% | +15.9% | +11.5% | +17.8% |
| 5Y | +83.7% | +27.1% | +56.6% | +61.8% |
| All | +1,206.6% | +140.0% | +1,066.7% | +779.0% |
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