+3,292.5%
COP vs MLM
+3,039.4%
+253.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | +0.6% |
| 7D | -9.7% | -1.2% | -8.5% | -9.5% |
| 30D | +4.7% | +7.9% | -3.2% | +1.9% |
| 3M | +18.5% | -4.5% | +23.0% | +19.7% |
| 6M | +11.4% | -12.6% | +24.0% | +14.6% |
| YTD | +47.9% | -14.9% | +62.8% | +52.0% |
| 1Y | +59.3% | -13.1% | +72.4% | +62.5% |
| 3Y | +23.6% | +21.2% | +2.4% | +10.5% |
| 5Y | +113.1% | +32.0% | +81.1% | +80.5% |
| 10Y | +329.1% | +195.3% | +133.8% | +170.5% |
| All | +3,292.5% | +3,039.4% | +253.1% | +1,253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling