+92.4%
OKLO vs MLM
+56.2%
+36.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -5.2% | -8.0% | -11.2% |
| 7D | -28.4% | -1.2% | -27.2% | -28.0% |
| 30D | -50.2% | +7.9% | -58.1% | -51.7% |
| 3M | -55.3% | -4.5% | -50.9% | -54.5% |
| 6M | -71.9% | -12.6% | -59.3% | -70.6% |
| YTD | -73.2% | -14.9% | -58.4% | -71.6% |
| 1Y | -84.2% | -13.1% | -71.1% | -83.3% |
| 3Y | +86.4% | +21.2% | +65.2% | +89.2% |
| 5Y | +94.9% | +32.0% | +62.9% | +98.3% |
| All | +92.4% | +56.2% | +36.1% | +93.8% |
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