+64.9%
KO vs MLM
+20.2%
+44.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -0.9% |
| 7D | -1.8% | -2.9% | +1.1% | -1.6% |
| 30D | +1.4% | -6.8% | +8.3% | +1.9% |
| 3M | +15.4% | -11.2% | +26.6% | +16.2% |
| 6M | +14.3% | -21.8% | +36.1% | +16.1% |
| YTD | +27.7% | -17.0% | +44.6% | +28.8% |
| 1Y | +32.7% | -16.4% | +49.1% | +33.8% |
| All | +64.9% | +20.2% | +44.8% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling