+516.0%
ON vs MLM
+167.5%
+348.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.5% | +6.7% | +7.4% |
| 7D | -1.4% | -3.8% | +2.4% | +1.7% |
| 30D | -10.9% | +11.0% | -21.9% | -17.5% |
| 3M | -14.9% | -3.1% | -11.8% | -13.2% |
| 6M | -33.0% | -9.8% | -23.2% | -28.5% |
| YTD | +27.6% | -14.4% | +42.0% | +40.0% |
| 1Y | +44.5% | -12.6% | +57.0% | +56.1% |
| 3Y | +7.4% | +19.7% | -12.3% | -9.3% |
| 5Y | +18.7% | +29.8% | -11.0% | -5.7% |
| 10Y | +516.0% | +153.5% | +362.4% | +180.4% |
| All | +516.0% | +167.5% | +348.5% | +180.4% |
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