+298.9%
CDW vs MLM
+138.2%
+160.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.3% |
| 7D | +9.3% | -0.9% | +10.2% | +9.8% |
| 30D | +14.4% | +9.0% | +5.3% | +10.2% |
| 3M | +21.4% | -5.6% | +27.0% | +24.4% |
| 6M | +72.8% | -10.7% | +83.5% | +79.3% |
| YTD | +28.0% | -17.2% | +45.2% | +36.8% |
| 1Y | +19.3% | -14.2% | +33.6% | +25.4% |
| 3Y | -15.3% | +15.6% | -30.9% | -23.7% |
| 5Y | -3.8% | +26.2% | -30.0% | -18.4% |
| All | +298.9% | +138.2% | +160.6% | +136.6% |
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