+452.4%
ON vs MLM
+185.4%
+267.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.8% |
| 7D | -11.7% | -4.1% | -7.5% | -8.9% |
| 30D | -23.3% | +8.2% | -31.4% | -27.7% |
| 3M | -19.2% | -3.6% | -15.6% | -17.4% |
| 6M | -40.1% | -15.6% | -24.6% | -33.2% |
| YTD | +16.9% | -16.4% | +33.3% | +30.2% |
| 1Y | +29.7% | -14.3% | +44.1% | +42.0% |
| 3Y | -4.4% | +19.3% | -23.7% | -18.9% |
| 5Y | +7.1% | +29.6% | -22.5% | -14.5% |
| All | +452.4% | +185.4% | +267.0% | +158.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling