+15.2%
OMC vs MLM
+15.1%
0.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.9% |
| 7D | -6.4% | -2.9% | -3.5% | -5.4% |
| 30D | +1.1% | -6.8% | +7.9% | +3.8% |
| 3M | +10.4% | -11.2% | +21.6% | +15.1% |
| 6M | -1.7% | -21.8% | +20.1% | +7.6% |
| YTD | +4.4% | -17.0% | +21.4% | +11.4% |
| 1Y | +8.4% | -16.4% | +24.8% | +15.1% |
| All | +15.2% | +15.1% | 0.0% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling