+767.5%
COST vs MLM
+185.4%
+582.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.7% |
| 7D | +4.1% | -4.1% | +8.2% | +5.0% |
| 30D | +12.0% | +8.2% | +3.8% | +10.1% |
| 3M | +11.2% | -3.6% | +14.7% | +11.8% |
| 6M | +6.1% | -15.6% | +21.7% | +9.4% |
| YTD | +22.9% | -16.4% | +39.3% | +26.4% |
| 1Y | +14.7% | -14.3% | +29.1% | +17.3% |
| 3Y | +92.3% | +19.3% | +73.0% | +81.0% |
| 5Y | +116.6% | +29.6% | +87.0% | +97.2% |
| All | +767.5% | +185.4% | +582.1% | +581.3% |
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