+2,676.2%
OMC vs MLM
+2,961.7%
-285.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.9% |
| 7D | -6.4% | -2.9% | -3.5% | -5.6% |
| 30D | +1.1% | -6.8% | +7.9% | +3.3% |
| 3M | +10.4% | -11.2% | +21.6% | +14.4% |
| 6M | -1.7% | -21.8% | +20.1% | +5.7% |
| YTD | +4.4% | -17.0% | +21.4% | +10.0% |
| 1Y | +8.4% | -16.4% | +24.8% | +13.9% |
| 3Y | +14.4% | +14.5% | -0.1% | +7.7% |
| 5Y | +33.9% | +41.7% | -7.9% | +16.4% |
| 10Y | +34.9% | +200.0% | -165.2% | -11.4% |
| All | +2,676.2% | +2,961.7% | -285.6% | +831.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling