+208.1%
COF vs MLM
+167.5%
+40.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -3.2% |
| 7D | -5.8% | -3.8% | -1.9% | -3.6% |
| 30D | -0.3% | +11.0% | -11.3% | -7.3% |
| 3M | -8.5% | -3.1% | -5.4% | -7.2% |
| 6M | +5.6% | -9.8% | +15.4% | +11.5% |
| YTD | -17.1% | -14.4% | -2.7% | -10.2% |
| 1Y | -7.4% | -12.6% | +5.1% | -1.1% |
| 3Y | +99.1% | +19.7% | +79.3% | +68.8% |
| 5Y | +39.5% | +29.8% | +9.8% | +9.4% |
| 10Y | +208.1% | +153.5% | +54.6% | +42.9% |
| All | +208.1% | +167.5% | +40.6% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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