+6.6%
ON vs MLM
+15.7%
-9.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.1% |
| 7D | +12.2% | -0.9% | +13.1% | +13.0% |
| 30D | -3.1% | +9.0% | -12.2% | -8.7% |
| 3M | -12.9% | -5.6% | -7.3% | -9.6% |
| 6M | -38.6% | -10.7% | -27.9% | -34.1% |
| YTD | +31.2% | -17.2% | +48.4% | +45.5% |
| 1Y | +47.6% | -14.2% | +61.9% | +59.4% |
| 3Y | +6.6% | +15.6% | -9.0% | -7.1% |
| All | +6.6% | +15.7% | -9.0% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling