-5.1%
CNC vs MLM
+25.7%
-30.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +2.2% | -0.9% | +3.1% | +2.4% |
| 30D | +1.6% | +9.0% | -7.4% | -0.4% |
| 3M | +7.9% | -5.6% | +13.5% | +9.3% |
| 6M | +21.2% | -10.7% | +31.9% | +23.7% |
| YTD | +73.2% | -17.2% | +90.4% | +79.1% |
| 1Y | +97.5% | -14.2% | +111.7% | +102.2% |
| 3Y | -1.2% | +15.6% | -16.8% | -8.7% |
| All | -5.1% | +25.7% | -30.8% | -15.9% |
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