+52.8%
COF vs MLM
+41.9%
+10.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -1.1% |
| 7D | +1.8% | -2.9% | +4.7% | +3.7% |
| 30D | -0.6% | -6.8% | +6.3% | +3.7% |
| 3M | +20.3% | -11.2% | +31.5% | +28.8% |
| 6M | +13.0% | -21.8% | +34.9% | +30.8% |
| YTD | -8.3% | -17.0% | +8.6% | +1.2% |
| 1Y | -1.5% | -16.4% | +14.9% | +8.0% |
| 3Y | +122.3% | +14.5% | +107.8% | +93.2% |
| All | +52.8% | +41.9% | +10.9% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling