+5,414.6%
CAH vs MLM
+2,981.8%
+2,432.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.8% |
| 3M | +14.6% | -3.6% | +18.2% | +15.4% |
| 6M | +42.5% | -15.6% | +58.1% | +47.5% |
| YTD | +33.5% | -16.4% | +49.9% | +37.8% |
| 1Y | +38.5% | -14.3% | +52.9% | +42.2% |
| 3Y | +179.0% | +19.3% | +159.7% | +160.6% |
| 5Y | +507.2% | +29.6% | +477.6% | +447.8% |
| 10Y | +448.9% | +189.9% | +259.0% | +290.0% |
| All | +5,414.6% | +2,981.8% | +2,432.8% | +2,154.9% |
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