+27.2%
OMC vs MLM
-12.9%
+40.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +6.8% | -2.9% | +9.7% | +7.8% |
| 30D | +16.2% | +10.4% | +5.7% | +12.6% |
| 3M | +6.0% | -3.7% | +9.8% | +7.3% |
| 6M | +17.7% | -10.3% | +28.0% | +21.4% |
| YTD | +13.5% | -14.8% | +28.3% | +22.5% |
| 1Y | +27.2% | -13.9% | +41.1% | +36.2% |
| All | +27.2% | -12.9% | +40.1% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling