+18.0%
MLM vs COO
-23.7%
+41.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -5.8% | -2.3% | -3.5% | -5.2% |
| 30D | +9.8% | +13.3% | -3.4% | +6.2% |
| 3M | -5.2% | -18.1% | +12.9% | -0.1% |
| 6M | -10.3% | +6.7% | -17.0% | -12.5% |
| YTD | -15.5% | -23.2% | +7.8% | -9.5% |
| 1Y | -15.0% | -12.3% | -2.8% | -12.4% |
| All | +18.0% | -23.7% | +41.7% | +23.3% |
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