+3,720.1%
AON vs MLM
+2,961.7%
+758.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -9.1% | -2.9% | -6.2% | -8.3% |
| 30D | -10.2% | -6.8% | -3.4% | -8.5% |
| 3M | +0.5% | -11.2% | +11.7% | +3.5% |
| 6M | -4.8% | -21.8% | +17.0% | +1.1% |
| YTD | -8.0% | -17.0% | +9.0% | -4.2% |
| 1Y | -13.1% | -16.4% | +3.3% | -9.7% |
| 3Y | -1.3% | +14.5% | -15.8% | -7.4% |
| 5Y | +14.9% | +41.7% | -26.8% | +0.5% |
| 10Y | +214.9% | +200.0% | +14.9% | +110.0% |
| All | +3,720.1% | +2,961.7% | +758.4% | +1,097.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 all: compounded portfolio wealth divided by compounded MLM 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…
all analysis · Full analysis span regression · 6 months rolling