+209.9%
ON vs MLM
+1,243.0%
-1,033.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.3% |
| 7D | +2.4% | -2.9% | +5.3% | +4.1% |
| 30D | -3.3% | -6.8% | +3.5% | +0.5% |
| 3M | -43.6% | -11.2% | -32.3% | -39.9% |
| 6M | +19.0% | -21.8% | +40.8% | +36.8% |
| YTD | +37.4% | -17.0% | +54.3% | +51.3% |
| 1Y | +54.8% | -16.4% | +71.1% | +69.5% |
| 3Y | -25.2% | +14.5% | -39.6% | -32.4% |
| 5Y | +62.7% | +41.7% | +21.0% | +32.1% |
| 10Y | +574.3% | +200.0% | +374.3% | +246.9% |
| All | +209.9% | +1,243.0% | -1,033.0% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling