+140.6%
CNP vs MLM
+140.0%
+0.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | +2.5% | -2.0% | +4.4% | +3.1% |
| 30D | +4.0% | +9.5% | -5.5% | +0.9% |
| 3M | +1.6% | -4.7% | +6.4% | +2.9% |
| 6M | -1.7% | -10.7% | +9.0% | +1.1% |
| YTD | +8.6% | -16.6% | +25.2% | +13.4% |
| 1Y | +5.8% | -15.4% | +21.2% | +9.9% |
| 3Y | +63.0% | +15.9% | +47.1% | +48.6% |
| 5Y | +74.7% | +27.1% | +47.5% | +50.1% |
| All | +140.6% | +140.0% | +0.6% | +49.4% |
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