+158.1%
CNC vs MLM
+161.0%
-2.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.1% | -5.4% |
| 7D | +1.9% | -4.1% | +6.0% | +3.3% |
| 30D | +7.3% | +8.2% | -0.9% | +4.6% |
| 3M | +8.6% | -3.6% | +12.2% | +9.7% |
| 6M | +26.0% | -15.6% | +41.6% | +32.0% |
| YTD | +69.5% | -16.4% | +85.9% | +76.9% |
| 1Y | +88.0% | -14.3% | +102.3% | +94.5% |
| 3Y | -2.9% | +19.3% | -22.2% | -12.3% |
| 5Y | -6.0% | +29.6% | -35.6% | -19.6% |
| All | +158.1% | +161.0% | -2.9% | +59.0% |
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