-1.3%
COF vs MLM
-17.1%
+15.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.3% |
| 7D | +1.2% | +1.4% | -0.2% | +0.6% |
| 30D | -1.4% | -6.5% | +5.1% | +1.6% |
| 3M | +19.0% | -7.4% | +26.5% | +23.0% |
| 6M | +14.9% | -15.8% | +30.7% | +23.4% |
| YTD | -10.7% | -17.4% | +6.7% | -4.8% |
| 1Y | -1.3% | -17.9% | +16.6% | +5.3% |
| All | -1.3% | -17.1% | +15.8% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling