+32.0%
MLM vs COO
-39.4%
+71.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.4% | -3.7% | -4.6% |
| 7D | -1.2% | +5.3% | -6.5% | -3.1% |
| 30D | +7.9% | +12.5% | -4.6% | +3.4% |
| 3M | -4.5% | -15.1% | +10.7% | +0.9% |
| 6M | -12.6% | +3.7% | -16.3% | -14.8% |
| YTD | -14.9% | -22.5% | +7.6% | -7.2% |
| 1Y | -13.1% | -7.8% | -5.3% | -11.6% |
| 3Y | +21.2% | -24.1% | +45.3% | +27.3% |
| 5Y | +32.0% | -40.1% | +72.1% | +49.1% |
| All | +32.0% | -39.4% | +71.4% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling