+320.3%
COP vs MLM
+185.4%
+134.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.3% |
| 7D | -11.5% | -4.1% | -7.4% | -10.2% |
| 30D | +5.0% | +8.2% | -3.2% | +1.3% |
| 3M | +17.5% | -3.6% | +21.1% | +18.5% |
| 6M | +16.2% | -15.6% | +31.8% | +22.1% |
| YTD | +48.8% | -16.4% | +65.2% | +54.9% |
| 1Y | +64.1% | -14.3% | +78.4% | +68.7% |
| 3Y | +25.7% | +19.3% | +6.3% | +7.0% |
| 5Y | +114.4% | +29.6% | +84.8% | +68.2% |
| All | +320.3% | +185.4% | +134.9% | +107.1% |
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