+94.7%
COF vs MLM
+15.7%
+79.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | -3.4% | -0.9% | -2.5% | -2.9% |
| 30D | +0.4% | +9.0% | -8.6% | -4.7% |
| 3M | -12.5% | -5.6% | -7.0% | -10.1% |
| 6M | +8.3% | -10.7% | +19.0% | +14.2% |
| YTD | -18.6% | -17.2% | -1.4% | -11.3% |
| 1Y | -8.6% | -14.2% | +5.6% | -2.6% |
| 3Y | +94.7% | +15.6% | +79.1% | +78.4% |
| All | +94.7% | +15.7% | +79.0% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling