+1,797.9%
KO vs MLM
+2,961.7%
-1,163.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.0% |
| 7D | -1.8% | -2.9% | +1.1% | -1.3% |
| 30D | +1.4% | -6.8% | +8.3% | +2.6% |
| 3M | +15.4% | -11.2% | +26.6% | +17.4% |
| 6M | +14.3% | -21.8% | +36.1% | +18.6% |
| YTD | +27.7% | -17.0% | +44.6% | +30.9% |
| 1Y | +32.7% | -16.4% | +49.1% | +35.7% |
| 3Y | +62.2% | +14.5% | +47.7% | +55.8% |
| 5Y | +80.0% | +41.7% | +38.2% | +65.0% |
| 10Y | +175.6% | +200.0% | -24.4% | +116.1% |
| All | +1,797.9% | +2,961.7% | -1,163.8% | +866.4% |
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 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