+206.2%
MLM vs CHD
+123.3%
+82.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | -2.9% | -2.7% | -0.2% | -2.3% |
| 30D | -6.8% | -4.6% | -2.2% | -5.9% |
| 3M | -11.2% | +5.0% | -16.3% | -12.1% |
| 6M | -21.8% | -3.2% | -18.6% | -21.4% |
| YTD | -17.0% | +18.6% | -35.6% | -19.9% |
| 1Y | -16.4% | +4.8% | -21.2% | -17.4% |
| 3Y | +14.5% | +6.1% | +8.3% | +11.8% |
| 5Y | +41.7% | +24.0% | +17.8% | +32.2% |
| All | +206.2% | +123.3% | +82.9% | +162.4% |
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