+164.0%
CHRW vs MLM
+199.9%
-35.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.8% |
| 7D | -1.4% | -2.9% | +1.5% | -0.7% |
| 30D | -3.5% | -6.8% | +3.4% | -1.8% |
| 3M | -19.4% | -11.2% | -8.2% | -17.2% |
| 6M | -21.4% | -21.8% | +0.5% | -16.7% |
| YTD | -7.1% | -17.0% | +9.8% | -3.2% |
| 1Y | +17.8% | -16.4% | +34.2% | +22.5% |
| 3Y | +78.8% | +14.5% | +64.3% | +69.4% |
| 5Y | +83.5% | +41.7% | +41.8% | +62.3% |
| All | +164.0% | +199.9% | -35.9% | +95.6% |
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