+535.7%
ON vs MLM
+149.0%
+386.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.1% |
| 7D | -4.1% | -2.9% | -1.3% | -1.8% |
| 30D | -10.2% | +10.4% | -20.6% | -16.7% |
| 3M | -12.7% | -3.7% | -9.0% | -10.6% |
| 6M | -32.5% | -10.3% | -22.3% | -27.8% |
| YTD | +28.6% | -14.8% | +43.4% | +41.6% |
| 1Y | +43.4% | -13.9% | +57.3% | +56.7% |
| 3Y | +3.3% | +18.4% | -15.1% | -12.1% |
| 5Y | +22.5% | +31.8% | -9.3% | -3.8% |
| 10Y | +535.7% | +143.4% | +392.3% | +194.8% |
| All | +535.7% | +149.0% | +386.7% | +194.8% |
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