+181.2%
MLM vs CHD
+182.8%
-1.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | -4.1% | +2.0% | -6.1% | -4.5% |
| 30D | +8.2% | +13.0% | -4.8% | +5.4% |
| 3M | -3.6% | +6.1% | -9.7% | -4.8% |
| 6M | -15.6% | +15.9% | -31.4% | -18.2% |
| YTD | -16.4% | +31.6% | -48.0% | -21.1% |
| 1Y | -14.3% | +28.5% | -42.8% | -18.8% |
| 3Y | +19.3% | +30.5% | -11.1% | +11.5% |
| 5Y | +29.6% | +30.7% | -1.1% | +19.5% |
| All | +181.2% | +182.8% | -1.6% | +135.1% |
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