+863.2%
CDW vs MLM
+474.1%
+389.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | +3.2% | -2.9% | +6.1% | +4.2% |
| 30D | +9.3% | -6.8% | +16.1% | +12.0% |
| 3M | +9.8% | -11.2% | +21.0% | +13.9% |
| 6M | +23.3% | -21.8% | +45.2% | +33.8% |
| YTD | +13.7% | -17.0% | +30.6% | +20.4% |
| 1Y | -6.5% | -16.4% | +9.9% | -1.5% |
| 3Y | -25.2% | +14.5% | -39.7% | -31.3% |
| 5Y | -19.5% | +41.7% | -61.2% | -32.6% |
| 10Y | +285.8% | +200.0% | +85.8% | +142.4% |
| All | +863.2% | +474.1% | +389.2% | +431.6% |
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 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