-17.8%
CNH vs MLM
+30.6%
-48.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.2% | +1.2% | -0.8% |
| 7D | -0.4% | -1.2% | +0.9% | +0.4% |
| 30D | -15.2% | +7.9% | -23.2% | -19.2% |
| 3M | +4.3% | -4.5% | +8.7% | +6.8% |
| 6M | +10.1% | -12.6% | +22.7% | +18.5% |
| YTD | +23.2% | -14.9% | +38.1% | +33.9% |
| 1Y | +8.5% | -13.1% | +21.6% | +16.4% |
| 3Y | +4.1% | +21.2% | -17.2% | -11.5% |
| 5Y | -17.8% | +32.0% | -49.9% | -36.4% |
| All | -17.8% | +30.6% | -48.5% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling