+41.7%
COF vs MLM
+23.5%
+18.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | +0.2% |
| 7D | -1.5% | -4.1% | +2.7% | +1.0% |
| 30D | +3.0% | +8.2% | -5.1% | -2.2% |
| 3M | -7.9% | -3.6% | -4.3% | -6.3% |
| 6M | +5.2% | -15.6% | +20.8% | +15.7% |
| YTD | -15.7% | -16.4% | +0.7% | -7.6% |
| 1Y | -5.5% | -14.3% | +8.9% | +2.0% |
| 3Y | +100.5% | +19.3% | +81.2% | +68.5% |
| All | +41.7% | +23.5% | +18.2% | +7.6% |
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