+143.3%
CNP vs MLM
+149.0%
-5.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -3.0% | -2.9% | -0.2% | -2.2% |
| 30D | +6.8% | +10.4% | -3.6% | +3.4% |
| 3M | +3.6% | -3.7% | +7.4% | +4.5% |
| 6M | 0.0% | -10.3% | +10.2% | +2.6% |
| YTD | +9.4% | -14.8% | +24.2% | +13.5% |
| 1Y | +6.8% | -13.9% | +20.7% | +10.3% |
| 3Y | +64.2% | +18.4% | +45.8% | +48.6% |
| 5Y | +76.0% | +31.8% | +44.2% | +49.4% |
| 10Y | +143.3% | +143.4% | -0.1% | +50.4% |
| All | +143.3% | +149.0% | -5.7% | +50.4% |
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