+222.7%
KO vs MLM
+149.0%
+73.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +2.2% | -2.9% | +5.1% | +2.8% |
| 30D | +10.1% | +10.4% | -0.4% | +7.8% |
| 3M | +12.2% | -3.7% | +15.9% | +12.9% |
| 6M | +25.1% | -10.3% | +35.4% | +27.2% |
| YTD | +41.3% | -14.8% | +56.1% | +44.7% |
| 1Y | +41.1% | -13.9% | +55.0% | +44.0% |
| 3Y | +86.3% | +18.4% | +67.9% | +74.8% |
| 5Y | +97.8% | +31.8% | +66.0% | +78.0% |
| 10Y | +222.7% | +143.4% | +79.3% | +140.9% |
| All | +222.7% | +149.0% | +73.8% | +140.9% |
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