+123.6%
CHRW vs MLM
+185.4%
-61.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.9% |
| 7D | +0.6% | -4.1% | +4.7% | +1.7% |
| 30D | -7.3% | +8.2% | -15.5% | -9.2% |
| 3M | -14.2% | -3.6% | -10.6% | -13.6% |
| 6M | -25.1% | -15.6% | -9.5% | -22.2% |
| YTD | -21.2% | -16.4% | -4.7% | -18.1% |
| 1Y | -14.2% | -14.3% | +0.2% | -11.4% |
| 3Y | +63.5% | +19.3% | +44.2% | +53.2% |
| 5Y | +49.6% | +29.6% | +20.0% | +34.8% |
| All | +123.6% | +185.4% | -61.8% | +66.3% |
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