+30.4%
OMC vs MLM
+18.2%
+12.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +6.8% | -2.9% | +9.7% | +8.0% |
| 30D | +16.2% | +10.4% | +5.7% | +11.6% |
| 3M | +6.0% | -3.7% | +9.8% | +7.4% |
| 6M | +17.7% | -10.3% | +28.0% | +22.1% |
| YTD | +13.5% | -14.8% | +28.3% | +20.0% |
| 1Y | +27.2% | -13.9% | +41.1% | +33.7% |
| 3Y | +30.4% | +18.4% | +12.0% | +17.8% |
| All | +30.4% | +18.2% | +12.2% | +17.8% |
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 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