Covariance matrix between different MFs at different radii. We consider correlations between all three MFs V 0 , V 1 , V 2 , all functions of the threshold ν (ranging from ν 1 to ν max ), as calculated at different radii (labelled by different χ values, ranging from χ 1 to χ max and specifically equal to 1000, 2000, 3000, 4000 and 5000 Mpc/h, as in Figs. 7, 8, 9). In the matrix we indicate the block sub-matrices that represent the covariance between the three MFs. We used a logarithmic scale for both positive and negative values to highlight the many orders of magnitude spanned by the entries of the matrix and the different contibutions given by the three MFs.