+153.5%
MLM vs COO
+40.7%
+112.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +1.4% |
| 7D | -3.8% | +4.3% | -8.1% | -5.5% |
| 30D | +11.0% | +17.6% | -6.6% | +3.7% |
| 3M | -3.1% | -13.9% | +10.8% | +2.4% |
| 6M | -9.8% | +6.6% | -16.3% | -13.5% |
| YTD | -14.4% | -22.0% | +7.6% | -6.1% |
| 1Y | -12.6% | -8.8% | -3.8% | -10.7% |
| 3Y | +19.7% | -21.5% | +41.2% | +25.0% |
| 5Y | +29.8% | -41.0% | +70.8% | +52.4% |
| 10Y | +153.5% | +40.9% | +112.6% | +123.4% |
| All | +153.5% | +40.7% | +112.8% | +123.4% |
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