+73.9%
CNP vs MLM
+23.5%
+50.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.6% | +2.1% |
| 7D | -4.2% | -4.1% | -0.1% | -3.4% |
| 30D | +5.5% | +8.2% | -2.6% | +3.8% |
| 3M | +0.6% | -3.6% | +4.2% | +1.1% |
| 6M | -2.8% | -15.6% | +12.7% | +0.2% |
| YTD | +7.9% | -16.4% | +24.3% | +11.0% |
| 1Y | +6.7% | -14.3% | +21.0% | +9.1% |
| 3Y | +61.1% | +19.3% | +41.8% | +48.8% |
| All | +73.9% | +23.5% | +50.4% | +54.2% |
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