+556.1%
ON vs MLM
+140.5%
+415.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.5% | +6.3% |
| 7D | +3.3% | -5.8% | +9.2% | +8.3% |
| 30D | -3.1% | +9.8% | -13.0% | -9.8% |
| 3M | -9.2% | -5.2% | -4.1% | -6.0% |
| 6M | -31.4% | -10.3% | -21.1% | -26.5% |
| YTD | +36.0% | -15.5% | +51.4% | +50.5% |
| 1Y | +52.0% | -15.0% | +67.1% | +67.7% |
| 3Y | +9.3% | +17.5% | -8.2% | -6.6% |
| 5Y | +26.5% | +30.5% | -4.1% | -0.1% |
| 10Y | +556.1% | +145.5% | +410.6% | +203.3% |
| All | +556.1% | +140.5% | +415.6% | +203.3% |
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