+50.2%
OMC vs MLM
+138.2%
-88.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +1.9% | -0.9% | +2.7% | +2.2% |
| 30D | +12.2% | +9.0% | +3.2% | +8.4% |
| 3M | +0.6% | -5.6% | +6.2% | +2.6% |
| 6M | +21.0% | -10.7% | +31.7% | +25.6% |
| YTD | +12.4% | -17.2% | +29.5% | +19.7% |
| 1Y | +25.4% | -14.2% | +39.6% | +31.6% |
| 3Y | +29.2% | +15.6% | +13.6% | +19.2% |
| 5Y | +52.6% | +26.2% | +26.4% | +33.3% |
| All | +50.2% | +138.2% | -88.1% | -3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling