-14.3%
MLM vs COO
-9.4%
-5.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | -4.1% | +4.7% | -8.8% | -5.3% |
| 30D | +8.2% | +13.9% | -5.7% | +4.5% |
| 3M | -3.6% | -14.9% | +11.4% | +1.4% |
| 6M | -15.6% | +2.0% | -17.6% | -16.3% |
| YTD | -16.4% | -23.9% | +7.5% | -7.4% |
| 1Y | -14.3% | -9.6% | -4.7% | -10.0% |
| All | -14.3% | -9.4% | -5.0% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling