-12.6%
MLM vs COO
+3.2%
-15.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.4% | -3.7% | -4.8% |
| 7D | -1.2% | +5.3% | -6.5% | -2.3% |
| 30D | +7.9% | +12.5% | -4.6% | +5.4% |
| 3M | -4.5% | -15.1% | +10.7% | -0.3% |
| 6M | -12.6% | +3.7% | -16.3% | -9.9% |
| All | -12.6% | +3.2% | -15.9% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling