+138.8%
MLM vs CHD
+196.1%
-57.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | -0.9% | +3.6% | -4.5% | -1.7% |
| 30D | +9.0% | +10.4% | -1.4% | +6.7% |
| 3M | -5.6% | +12.2% | -17.7% | -7.9% |
| 6M | -10.7% | +19.9% | -30.6% | -14.2% |
| YTD | -17.2% | +36.4% | -53.6% | -22.5% |
| 1Y | -14.2% | +35.1% | -49.4% | -19.7% |
| 3Y | +15.6% | +29.2% | -13.6% | +8.1% |
| 5Y | +26.2% | +33.4% | -7.2% | +15.6% |
| All | +138.8% | +196.1% | -57.3% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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