+142.0%
CNP vs MLM
+138.2%
+3.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +1.3% | -0.9% | +2.2% | +1.6% |
| 30D | +3.8% | +9.0% | -5.2% | +0.8% |
| 3M | +2.4% | -5.6% | +7.9% | +3.9% |
| 6M | -1.2% | -10.7% | +9.5% | +1.6% |
| YTD | +9.3% | -17.2% | +26.4% | +14.4% |
| 1Y | +6.4% | -14.2% | +20.7% | +10.0% |
| 3Y | +66.4% | +15.6% | +50.7% | +51.7% |
| 5Y | +75.7% | +26.2% | +49.4% | +51.3% |
| All | +142.0% | +138.2% | +3.7% | +50.6% |
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 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