+113.1%
COP vs MLM
+30.6%
+82.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | -0.4% |
| 7D | -9.7% | -1.2% | -8.5% | -9.6% |
| 30D | +4.7% | +7.9% | -3.2% | +3.5% |
| 3M | +18.5% | -4.5% | +23.0% | +19.1% |
| 6M | +11.4% | -12.6% | +24.0% | +13.2% |
| YTD | +47.9% | -14.9% | +62.8% | +50.1% |
| 1Y | +59.3% | -13.1% | +72.4% | +60.7% |
| 3Y | +23.6% | +21.2% | +2.4% | +12.0% |
| 5Y | +113.1% | +32.0% | +81.1% | +81.5% |
| All | +113.1% | +30.6% | +82.5% | +81.5% |
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