+25.7%
COP vs MLM
+18.7%
+7.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.6% |
| 7D | -11.5% | -4.1% | -7.4% | -11.5% |
| 30D | +5.0% | +8.2% | -3.2% | +4.8% |
| 3M | +17.5% | -3.6% | +21.1% | +17.5% |
| 6M | +16.2% | -15.6% | +31.8% | +17.3% |
| YTD | +48.8% | -16.4% | +65.2% | +49.4% |
| 1Y | +64.1% | -14.3% | +78.4% | +63.7% |
| 3Y | +25.7% | +19.3% | +6.3% | +20.4% |
| All | +25.7% | +18.7% | +7.0% | +20.4% |
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