+1,076.3%
CNP vs MLM
+3,039.4%
-1,963.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.2% | +2.6% | -1.4% |
| 7D | -5.3% | -1.2% | -4.1% | -5.1% |
| 30D | +3.7% | +7.9% | -4.3% | +1.7% |
| 3M | -1.1% | -4.5% | +3.4% | -0.3% |
| 6M | -7.1% | -12.6% | +5.5% | -4.7% |
| YTD | +6.0% | -14.9% | +20.9% | +9.0% |
| 1Y | +5.2% | -13.1% | +18.3% | +7.6% |
| 3Y | +57.5% | +21.2% | +36.3% | +47.1% |
| 5Y | +70.0% | +32.0% | +38.0% | +53.2% |
| 10Y | +137.8% | +195.3% | -57.6% | +72.4% |
| All | +1,076.3% | +3,039.4% | -1,963.1% | +433.3% |
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