-15.4%
MLM vs COO
-13.9%
-1.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | -2.0% | -2.1% | +0.1% | -1.4% |
| 30D | +9.5% | +13.9% | -4.4% | +5.9% |
| 3M | -4.7% | -18.9% | +14.2% | +1.9% |
| 6M | -10.7% | +3.7% | -14.4% | -12.1% |
| YTD | -16.6% | -24.1% | +7.6% | -7.4% |
| 1Y | -15.4% | -14.2% | -1.2% | -9.4% |
| All | -15.4% | -13.9% | -1.5% | -9.4% |
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 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