+100.1%
CNC vs MLM
-12.5%
+112.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.0% |
| 7D | +3.0% | -3.8% | +6.9% | +3.4% |
| 30D | +4.9% | +11.0% | -6.1% | +4.4% |
| 3M | +4.2% | -3.1% | +7.3% | +4.4% |
| 6M | +22.5% | -9.8% | +32.3% | +23.9% |
| YTD | +66.6% | -14.4% | +80.9% | +65.3% |
| All | +100.1% | -12.5% | +112.6% | +97.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling