+758.4%
COST vs MLM
+167.5%
+591.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.7% |
| 7D | +2.5% | -3.8% | +6.3% | +3.3% |
| 30D | +12.8% | +11.0% | +1.8% | +10.2% |
| 3M | +12.7% | -3.1% | +15.7% | +13.2% |
| 6M | +6.0% | -9.8% | +15.8% | +7.7% |
| YTD | +24.4% | -14.4% | +38.7% | +27.3% |
| 1Y | +16.2% | -12.6% | +28.8% | +18.4% |
| 3Y | +96.9% | +19.7% | +77.2% | +85.1% |
| 5Y | +121.1% | +29.8% | +91.4% | +100.7% |
| 10Y | +758.4% | +153.5% | +604.9% | +568.8% |
| All | +758.4% | +167.5% | +591.0% | +568.8% |
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 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