+319.5%
CDW vs MLM
+167.5%
+152.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.4% | +3.8% |
| 7D | +9.3% | -3.8% | +13.2% | +11.4% |
| 30D | +15.8% | +11.0% | +4.8% | +10.7% |
| 3M | +21.8% | -3.1% | +24.8% | +23.3% |
| 6M | +58.8% | -9.8% | +68.6% | +64.1% |
| YTD | +22.8% | -14.4% | +37.1% | +29.3% |
| 1Y | +17.9% | -12.6% | +30.5% | +22.9% |
| 3Y | -17.4% | +19.7% | -37.2% | -26.7% |
| 5Y | -5.7% | +29.8% | -35.5% | -20.9% |
| 10Y | +319.5% | +153.5% | +166.0% | +146.6% |
| All | +319.5% | +167.5% | +152.0% | +146.6% |
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