+346.1%
COP vs MLM
+199.9%
+146.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | +3.0% | -2.9% | +5.9% | +4.1% |
| 30D | +17.5% | -6.8% | +24.3% | +20.6% |
| 3M | +13.4% | -11.2% | +24.6% | +17.4% |
| 6M | +17.7% | -21.8% | +39.6% | +27.6% |
| YTD | +46.6% | -17.0% | +63.6% | +53.6% |
| 1Y | +44.6% | -16.4% | +61.0% | +50.4% |
| 3Y | +20.7% | +14.5% | +6.2% | +4.8% |
| 5Y | +185.0% | +41.7% | +143.3% | +113.2% |
| All | +346.1% | +199.9% | +146.2% | +120.0% |
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