+442.0%
CAH vs MLM
+185.4%
+256.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.9% |
| 7D | +8.5% | -4.1% | +12.6% | +9.5% |
| 30D | +17.0% | +8.2% | +8.9% | +14.7% |
| 3M | +14.6% | -3.6% | +18.2% | +15.4% |
| 6M | +42.5% | -15.6% | +58.1% | +47.8% |
| YTD | +33.5% | -16.4% | +49.9% | +38.0% |
| 1Y | +38.5% | -14.3% | +52.9% | +42.3% |
| 3Y | +179.0% | +19.3% | +159.7% | +156.8% |
| 5Y | +507.2% | +29.6% | +477.6% | +436.1% |
| All | +442.0% | +185.4% | +256.6% | +258.8% |
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