+106.3%
CNH vs MLM
+149.0%
-42.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.1% |
| 7D | +4.5% | -2.9% | +7.4% | +6.2% |
| 30D | +7.6% | +10.4% | -2.8% | +1.8% |
| 3M | +17.0% | -3.7% | +20.7% | +19.2% |
| 6M | +12.9% | -10.3% | +23.2% | +19.2% |
| YTD | +34.3% | -14.8% | +49.1% | +45.3% |
| 1Y | +28.5% | -13.9% | +42.4% | +38.3% |
| 3Y | +31.9% | +18.4% | +13.5% | +17.6% |
| 5Y | -9.6% | +31.8% | -41.4% | -25.4% |
| 10Y | +106.3% | +143.4% | -37.1% | +16.0% |
| All | +106.3% | +149.0% | -42.7% | +16.0% |
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