+413.1%
CAH vs MLM
+41.9%
+371.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | +5.4% | -2.9% | +8.3% | +6.0% |
| 30D | +3.3% | -6.8% | +10.1% | +4.7% |
| 3M | +22.8% | -11.2% | +34.0% | +25.3% |
| 6M | +11.3% | -21.8% | +33.1% | +16.2% |
| YTD | +21.1% | -17.0% | +38.1% | +24.5% |
| 1Y | +67.2% | -16.4% | +83.6% | +71.4% |
| 3Y | +195.6% | +14.5% | +181.2% | +174.4% |
| All | +413.1% | +41.9% | +371.1% | +342.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling