+6.6%
ON vs MLM
+30.6%
-24.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.2% | -6.4% | -7.4% |
| 7D | -16.3% | -1.2% | -15.0% | -15.3% |
| 30D | -27.0% | +7.9% | -34.9% | -31.6% |
| 3M | -18.1% | -4.5% | -13.6% | -15.4% |
| 6M | -38.6% | -12.6% | -26.0% | -32.2% |
| YTD | +16.4% | -14.9% | +31.2% | +29.1% |
| 1Y | +25.8% | -13.1% | +38.9% | +37.1% |
| 3Y | -7.7% | +21.2% | -28.9% | -28.9% |
| 5Y | +6.6% | +32.0% | -25.4% | -25.7% |
| All | +6.6% | +30.6% | -24.1% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling