+153.3%
CNC vs MLM
+149.0%
+4.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | +4.0% | -2.9% | +6.9% | +5.1% |
| 30D | +7.4% | +10.4% | -3.0% | +4.0% |
| 3M | +5.4% | -3.7% | +9.2% | +6.5% |
| 6M | +25.4% | -10.3% | +35.7% | +28.7% |
| YTD | +70.6% | -14.8% | +85.4% | +76.9% |
| 1Y | +104.9% | -13.9% | +118.8% | +111.7% |
| 3Y | -2.3% | +18.4% | -20.7% | -11.5% |
| 5Y | -6.5% | +31.8% | -38.3% | -20.4% |
| 10Y | +153.3% | +143.4% | +9.8% | +58.0% |
| All | +153.3% | +149.0% | +4.3% | +58.0% |
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