+293.0%
CDW vs MLM
+185.4%
+107.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.1% |
| 7D | +2.1% | -4.1% | +6.2% | +4.1% |
| 30D | +14.7% | +8.2% | +6.6% | +11.0% |
| 3M | +11.1% | -3.6% | +14.7% | +12.7% |
| 6M | +45.6% | -15.6% | +61.1% | +54.8% |
| YTD | +17.1% | -16.4% | +33.5% | +24.5% |
| 1Y | +13.2% | -14.3% | +27.5% | +18.9% |
| 3Y | -22.2% | +19.3% | -41.5% | -30.7% |
| 5Y | -10.1% | +29.6% | -39.7% | -24.3% |
| All | +293.0% | +185.4% | +107.6% | +140.9% |
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