+47.6%
ON vs MLM
-11.4%
+59.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.2% | -3.0% |
| 7D | -5.8% | +9.1% | -14.9% | -9.9% |
| 30D | -17.1% | +14.6% | -31.7% | -22.8% |
| 3M | -11.8% | +0.3% | -12.1% | -12.1% |
| 6M | -30.2% | -7.5% | -22.7% | -27.0% |
| YTD | +31.6% | -10.2% | +41.8% | +31.8% |
| 1Y | +47.6% | -10.5% | +58.0% | +48.7% |
| All | +47.6% | -11.4% | +59.0% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling