+129.9%
CHRW vs MLM
+138.2%
-8.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +7.3% | -0.9% | +8.2% | +7.5% |
| 30D | -3.6% | +9.0% | -12.6% | -5.8% |
| 3M | -9.6% | -5.6% | -4.0% | -8.5% |
| 6M | -17.0% | -10.7% | -6.3% | -15.0% |
| YTD | -15.4% | -17.2% | +1.7% | -11.9% |
| 1Y | -10.0% | -14.2% | +4.2% | -7.1% |
| 3Y | +82.2% | +15.6% | +66.5% | +72.0% |
| 5Y | +59.4% | +26.2% | +33.1% | +44.4% |
| All | +129.9% | +138.2% | -8.3% | +73.0% |
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