-25.0%
CDW vs MLM
+15.1%
-40.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | +3.2% | -2.9% | +6.1% | +4.1% |
| 30D | +9.3% | -6.8% | +16.1% | +11.7% |
| 3M | +9.8% | -11.2% | +21.0% | +13.2% |
| 6M | +23.3% | -21.8% | +45.2% | +33.5% |
| YTD | +13.7% | -17.0% | +30.6% | +20.0% |
| 1Y | -6.5% | -16.4% | +9.9% | -1.9% |
| All | -25.0% | +15.1% | -40.2% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling