+112.4%
CNH vs MLM
+185.4%
-73.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +3.8% |
| 7D | -1.7% | -4.1% | +2.4% | +0.5% |
| 30D | -7.2% | +8.2% | -15.4% | -11.3% |
| 3M | +6.5% | -3.6% | +10.1% | +8.3% |
| 6M | +7.9% | -15.6% | +23.4% | +17.5% |
| YTD | +26.6% | -16.4% | +43.0% | +38.3% |
| 1Y | +13.8% | -14.3% | +28.1% | +22.6% |
| 3Y | +9.2% | +19.3% | -10.1% | -3.1% |
| 5Y | -15.6% | +29.6% | -45.2% | -29.7% |
| All | +112.4% | +185.4% | -73.0% | +13.7% |
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