+2,856.5%
OMC vs MLM
+3,039.4%
-182.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +1.2% |
| 7D | +7.6% | -1.2% | +8.8% | +8.0% |
| 30D | +16.0% | +7.9% | +8.0% | +13.1% |
| 3M | +7.7% | -4.5% | +12.1% | +9.0% |
| 6M | +14.5% | -12.6% | +27.2% | +18.9% |
| YTD | +11.2% | -14.9% | +26.1% | +16.2% |
| 1Y | +23.6% | -13.1% | +36.6% | +28.1% |
| 3Y | +24.7% | +21.2% | +3.5% | +15.4% |
| 5Y | +51.3% | +32.0% | +19.3% | +34.7% |
| 10Y | +55.6% | +195.3% | -139.8% | +2.6% |
| All | +2,856.5% | +3,039.4% | -182.9% | +883.7% |
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