-3.9%
CDW vs MLM
+29.9%
-33.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | +13.1% | -2.9% | +15.9% | +14.9% |
| 30D | +19.1% | +10.4% | +8.7% | +13.9% |
| 3M | +24.7% | -3.7% | +28.5% | +26.8% |
| 6M | +63.4% | -10.3% | +73.6% | +69.6% |
| YTD | +26.3% | -14.8% | +41.1% | +33.9% |
| 1Y | +20.6% | -13.9% | +34.5% | +27.0% |
| 3Y | -16.3% | +18.4% | -34.7% | -28.6% |
| 5Y | -3.9% | +31.8% | -35.7% | -25.1% |
| All | -3.9% | +29.9% | -33.9% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling