+411.8%
CAH vs MLM
+140.5%
+271.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +5.9% | -5.8% | +11.8% | +7.4% |
| 30D | +16.5% | +9.8% | +6.7% | +13.8% |
| 3M | +15.7% | -5.2% | +20.9% | +17.0% |
| 6M | +52.7% | -10.3% | +63.0% | +55.9% |
| YTD | +36.3% | -15.5% | +51.8% | +40.4% |
| 1Y | +36.7% | -15.0% | +51.8% | +40.7% |
| 3Y | +178.2% | +17.5% | +160.7% | +157.6% |
| 5Y | +515.8% | +30.5% | +485.2% | +444.1% |
| 10Y | +411.8% | +145.5% | +266.3% | +258.8% |
| All | +411.8% | +140.5% | +271.3% | +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