+143.4%
MLM vs CHD
+180.1%
-36.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -2.9% | +2.4% | -5.2% | -3.4% |
| 30D | +10.4% | +13.9% | -3.5% | +7.3% |
| 3M | -3.7% | +8.5% | -12.2% | -5.5% |
| 6M | -10.3% | +20.4% | -30.6% | -13.8% |
| YTD | -14.8% | +34.5% | -49.3% | -20.1% |
| 1Y | -13.9% | +33.8% | -47.6% | -19.1% |
| 3Y | +18.4% | +29.1% | -10.8% | +10.7% |
| 5Y | +31.8% | +31.2% | +0.6% | +21.1% |
| 10Y | +143.4% | +193.1% | -49.7% | +91.9% |
| All | +143.4% | +180.1% | -36.7% | +91.9% |
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