+206.1%
MLM vs COO
+49.3%
+156.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.8% |
| 7D | -2.9% | -2.2% | -0.7% | -2.0% |
| 30D | -6.8% | -7.0% | +0.2% | -3.9% |
| 3M | -11.2% | +12.2% | -23.4% | -15.8% |
| 6M | -21.8% | -15.1% | -6.7% | -16.5% |
| YTD | -17.0% | -15.1% | -1.9% | -11.4% |
| 1Y | -16.4% | +2.3% | -18.7% | -18.2% |
| 3Y | +14.5% | -23.7% | +38.1% | +22.8% |
| 5Y | +41.7% | -38.9% | +80.7% | +65.8% |
| All | +206.1% | +49.3% | +156.8% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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