+760.6%
COST vs MLM
+140.5%
+620.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | +3.9% | -5.8% | +9.8% | +5.2% |
| 30D | +13.5% | +9.8% | +3.7% | +11.2% |
| 3M | +15.3% | -5.2% | +20.5% | +16.4% |
| 6M | +9.2% | -10.3% | +19.4% | +11.0% |
| YTD | +26.9% | -15.5% | +42.3% | +30.3% |
| 1Y | +19.7% | -15.0% | +34.8% | +22.7% |
| 3Y | +96.0% | +17.5% | +78.6% | +85.0% |
| 5Y | +124.0% | +30.5% | +93.5% | +103.2% |
| 10Y | +760.6% | +145.5% | +615.1% | +572.4% |
| All | +760.6% | +140.5% | +620.1% | +572.4% |
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 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