+4,577.2%
CNC vs MLM
+1,439.8%
+3,137.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.8% |
| 7D | +3.5% | -2.9% | +6.4% | +4.5% |
| 30D | +0.1% | -6.8% | +6.9% | +2.3% |
| 3M | +6.9% | -11.2% | +18.2% | +10.5% |
| 6M | +49.0% | -21.8% | +70.8% | +59.9% |
| YTD | +62.9% | -17.0% | +79.9% | +70.6% |
| 1Y | +134.0% | -16.4% | +150.4% | +144.2% |
| 3Y | +9.4% | +14.5% | -5.1% | +0.8% |
| 5Y | +4.1% | +41.7% | -37.6% | -12.6% |
| 10Y | +95.4% | +200.0% | -104.6% | +18.9% |
| All | +4,577.2% | +1,439.8% | +3,137.4% | +1,074.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling