-5.9%
CNC vs MLM
+23.5%
-29.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.1% | -5.5% |
| 7D | +1.9% | -4.1% | +6.0% | +2.9% |
| 30D | +7.3% | +8.2% | -0.9% | +5.5% |
| 3M | +8.6% | -3.6% | +12.2% | +9.5% |
| 6M | +26.0% | -15.6% | +41.6% | +30.5% |
| YTD | +69.5% | -16.4% | +85.9% | +74.9% |
| 1Y | +88.0% | -14.3% | +102.3% | +92.6% |
| 3Y | -2.9% | +19.3% | -22.2% | -11.0% |
| All | -5.9% | +23.5% | -29.4% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling