+1,067.5%
CNP vs MLM
+2,961.7%
-1,894.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | +1.1% | -2.9% | +4.0% | +1.8% |
| 30D | -1.8% | -6.8% | +5.0% | -0.3% |
| 3M | -4.6% | -11.2% | +6.6% | -2.3% |
| 6M | -8.8% | -21.8% | +13.0% | -4.0% |
| YTD | +5.2% | -17.0% | +22.2% | +9.0% |
| 1Y | +8.3% | -16.4% | +24.7% | +11.8% |
| 3Y | +54.9% | +14.5% | +40.4% | +46.6% |
| 5Y | +73.5% | +41.7% | +31.8% | +53.7% |
| 10Y | +139.1% | +200.0% | -60.9% | +73.1% |
| All | +1,067.5% | +2,961.7% | -1,894.2% | +433.2% |
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 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