+178.4%
CAH vs MLM
+18.7%
+159.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.6% |
| 7D | +8.5% | -4.1% | +12.6% | +8.9% |
| 30D | +17.0% | +8.2% | +8.9% | +16.1% |
| 3M | +14.3% | -3.6% | +17.9% | +14.6% |
| 6M | +42.2% | -15.6% | +57.8% | +44.0% |
| YTD | +33.2% | -16.4% | +49.6% | +34.3% |
| 1Y | +38.2% | -14.3% | +52.6% | +39.1% |
| 3Y | +178.4% | +19.3% | +159.0% | +178.5% |
| All | +178.4% | +18.7% | +159.6% | +178.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling