+128.5%
CHRW vs MLM
+140.5%
-12.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | -0.1% | -5.8% | +5.8% | +1.5% |
| 30D | -4.3% | +9.8% | -14.1% | -6.6% |
| 3M | -7.4% | -5.2% | -2.2% | -6.4% |
| 6M | -20.7% | -10.3% | -10.4% | -18.9% |
| YTD | -15.9% | -15.5% | -0.4% | -12.8% |
| 1Y | -9.9% | -15.0% | +5.2% | -6.7% |
| 3Y | +79.0% | +17.5% | +61.5% | +68.3% |
| 5Y | +61.3% | +30.5% | +30.8% | +45.0% |
| 10Y | +128.5% | +145.5% | -17.0% | +70.9% |
| All | +128.5% | +140.5% | -12.0% | +70.9% |
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 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