+105.2%
CNH vs MLM
+138.2%
-33.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +3.0% | -0.9% | +3.9% | +3.7% |
| 30D | -0.6% | +9.0% | -9.6% | -5.3% |
| 3M | +14.6% | -5.6% | +20.2% | +18.1% |
| 6M | +11.8% | -10.7% | +22.4% | +18.3% |
| YTD | +30.4% | -17.2% | +47.6% | +43.4% |
| 1Y | +19.1% | -14.2% | +33.3% | +28.4% |
| 3Y | +30.2% | +15.6% | +14.6% | +17.7% |
| 5Y | -17.8% | +26.2% | -44.1% | -30.6% |
| All | +105.2% | +138.2% | -33.0% | +16.9% |
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