+901.2%
CDW vs MLM
+488.6%
+412.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.2% | -1.0% | -4.2% |
| 7D | -4.1% | -1.2% | -2.9% | -3.6% |
| 30D | +16.7% | +7.9% | +8.8% | +13.4% |
| 3M | +13.6% | -4.5% | +18.1% | +15.4% |
| 6M | +17.0% | -12.6% | +29.7% | +21.8% |
| YTD | +18.1% | -14.9% | +33.0% | +24.0% |
| 1Y | +10.5% | -13.1% | +23.5% | +14.9% |
| 3Y | -20.9% | +21.2% | -42.1% | -28.7% |
| 5Y | -9.3% | +32.0% | -41.3% | -22.1% |
| 10Y | +310.6% | +195.3% | +115.2% | +158.2% |
| All | +901.2% | +488.6% | +412.6% | +447.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling