+3,091.3%
MLM vs CHD
+8,103.8%
-5,012.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | -4.1% | +2.0% | -6.1% | -4.6% |
| 30D | +8.2% | +13.0% | -4.8% | +4.9% |
| 3M | -3.6% | +6.1% | -9.7% | -5.0% |
| 6M | -15.6% | +15.9% | -31.4% | -18.7% |
| YTD | -16.4% | +31.6% | -48.0% | -22.1% |
| 1Y | -14.3% | +28.5% | -42.8% | -19.7% |
| 3Y | +19.3% | +30.5% | -11.1% | +10.1% |
| 5Y | +29.6% | +30.7% | -1.1% | +18.4% |
| 10Y | +189.9% | +184.2% | +5.7% | +111.0% |
| All | +3,091.3% | +8,103.8% | -5,012.5% | +1,229.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling