+18.5%
MLM vs COO
-23.4%
+42.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.6% |
| 7D | -2.9% | -2.2% | -0.7% | -2.3% |
| 30D | -6.8% | -7.0% | +0.2% | -4.8% |
| 3M | -11.2% | +12.2% | -23.4% | -14.2% |
| 6M | -21.8% | -15.1% | -6.7% | -18.2% |
| YTD | -17.0% | -15.1% | -1.9% | -13.1% |
| 1Y | -16.4% | +2.3% | -18.7% | -17.1% |
| All | +18.5% | -23.4% | +42.0% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling