+181.2%
MLM vs COO
+41.2%
+140.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.1% |
| 7D | -4.1% | +4.7% | -8.8% | -6.0% |
| 30D | +8.2% | +13.9% | -5.7% | +2.4% |
| 3M | -3.6% | -14.9% | +11.4% | +2.3% |
| 6M | -15.6% | +2.0% | -17.6% | -17.5% |
| YTD | -16.4% | -23.9% | +7.5% | -7.4% |
| 1Y | -14.3% | -9.6% | -4.7% | -12.2% |
| 3Y | +19.3% | -25.4% | +44.7% | +27.5% |
| 5Y | +29.6% | -41.2% | +70.8% | +52.2% |
| All | +181.2% | +41.2% | +140.0% | +154.1% |
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