+178.1%
CNC vs MLM
+140.5%
+37.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -7.3% | -5.8% | -1.4% | -5.5% |
| 30D | +5.2% | +9.8% | -4.7% | +2.0% |
| 3M | +8.6% | -5.2% | +13.8% | +10.3% |
| 6M | +25.1% | -10.3% | +35.3% | +28.3% |
| YTD | +71.3% | -15.5% | +86.7% | +78.1% |
| 1Y | +99.3% | -15.0% | +114.4% | +106.8% |
| 3Y | -1.9% | +17.5% | -19.4% | -10.8% |
| 5Y | -6.4% | +30.5% | -36.9% | -20.0% |
| 10Y | +178.1% | +145.5% | +32.6% | +72.6% |
| All | +178.1% | +140.5% | +37.6% | +72.6% |
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 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