+50.6%
OMC vs MLM
+28.3%
+22.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.7% |
| 7D | -0.3% | -2.0% | +1.7% | +0.6% |
| 30D | +10.6% | +9.5% | +1.1% | +6.3% |
| 3M | +2.6% | -4.7% | +7.3% | +4.5% |
| 6M | +16.6% | -10.7% | +27.3% | +21.5% |
| YTD | +10.9% | -16.6% | +27.5% | +18.6% |
| 1Y | +22.1% | -15.4% | +37.5% | +29.6% |
| 3Y | +27.5% | +15.9% | +11.5% | +14.8% |
| 5Y | +50.6% | +27.1% | +23.5% | +24.5% |
| All | +50.6% | +28.3% | +22.3% | +24.5% |
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