+49.6%
OMC vs MLM
+23.5%
+26.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | 0.0% |
| 7D | +6.3% | -4.1% | +10.4% | +8.2% |
| 30D | +15.4% | +8.2% | +7.2% | +11.5% |
| 3M | +5.8% | -3.6% | +9.3% | +7.1% |
| 6M | +14.7% | -15.6% | +30.2% | +22.5% |
| YTD | +10.3% | -16.4% | +26.7% | +17.9% |
| 1Y | +23.2% | -14.3% | +37.6% | +30.0% |
| 3Y | +24.6% | +19.3% | +5.3% | +10.8% |
| All | +49.6% | +23.5% | +26.1% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling