+42.4%
ON vs MLM
-12.5%
+54.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.5% | +6.7% | +7.8% |
| 7D | -1.4% | -3.8% | +2.4% | +0.9% |
| 30D | -10.9% | +11.0% | -21.9% | -15.6% |
| 3M | -14.9% | -3.1% | -11.8% | -13.3% |
| 6M | -33.0% | -9.8% | -23.2% | -28.9% |
| YTD | +27.6% | -14.4% | +42.0% | +30.1% |
| All | +42.4% | -12.5% | +54.9% | +43.4% |
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 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