+90.1%
KO vs MLM
+15.7%
+74.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | +3.7% | -0.9% | +4.6% | +3.8% |
| 30D | +8.1% | +9.0% | -0.9% | +7.5% |
| 3M | +14.2% | -5.6% | +19.8% | +14.6% |
| 6M | +25.2% | -10.7% | +35.9% | +26.0% |
| YTD | +44.7% | -17.2% | +61.9% | +45.9% |
| 1Y | +43.4% | -14.2% | +57.6% | +44.1% |
| 3Y | +90.1% | +15.6% | +74.4% | +83.4% |
| All | +90.1% | +15.7% | +74.4% | +83.4% |
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