+264.2%
COF vs MLM
+206.1%
+58.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -1.2% |
| 7D | +1.8% | -2.9% | +4.7% | +3.7% |
| 30D | -0.6% | -6.8% | +6.3% | +3.9% |
| 3M | +20.3% | -11.2% | +31.5% | +29.1% |
| 6M | +13.0% | -21.8% | +34.9% | +31.3% |
| YTD | -8.3% | -17.0% | +8.6% | +1.7% |
| 1Y | -1.5% | -16.4% | +14.9% | +8.5% |
| 3Y | +122.3% | +14.5% | +107.8% | +94.5% |
| 5Y | +52.5% | +41.7% | +10.7% | +13.5% |
| All | +264.2% | +206.1% | +58.1% | +69.8% |
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