+1,981.8%
KO vs MLM
+3,058.1%
-1,076.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | 0.0% |
| 7D | +0.2% | -3.8% | +4.1% | +0.8% |
| 30D | +9.1% | +11.0% | -1.9% | +7.2% |
| 3M | +11.0% | -3.1% | +14.0% | +11.4% |
| 6M | +24.0% | -9.8% | +33.8% | +25.6% |
| YTD | +40.0% | -14.4% | +54.4% | +42.7% |
| 1Y | +39.7% | -12.6% | +52.3% | +41.8% |
| 3Y | +84.8% | +19.7% | +65.0% | +76.2% |
| 5Y | +96.8% | +29.8% | +67.0% | +83.1% |
| 10Y | +209.7% | +153.5% | +56.2% | +149.4% |
| All | +1,981.8% | +3,058.1% | -1,076.3% | +953.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling