+110.2%
COST vs MLM
+41.9%
+68.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.4% |
| 7D | -3.1% | -2.9% | -0.2% | -2.3% |
| 30D | -2.8% | -6.8% | +4.0% | -0.8% |
| 3M | -5.7% | -11.2% | +5.6% | -2.8% |
| 6M | -8.8% | -21.8% | +13.1% | -2.2% |
| YTD | +6.7% | -17.0% | +23.6% | +11.4% |
| 1Y | -3.6% | -16.4% | +12.7% | +0.1% |
| 3Y | +75.1% | +14.5% | +60.6% | +57.2% |
| All | +110.2% | +41.9% | +68.3% | +70.3% |
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 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