+162.5%
ON vs MLM
+1,277.0%
-1,114.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.2% | -6.4% | -8.5% |
| 7D | -16.3% | -1.2% | -15.0% | -15.6% |
| 30D | -27.0% | +7.9% | -34.9% | -30.4% |
| 3M | -18.1% | -4.5% | -13.6% | -16.1% |
| 6M | -38.6% | -12.6% | -26.0% | -34.0% |
| YTD | +16.4% | -14.9% | +31.2% | +26.2% |
| 1Y | +25.8% | -13.1% | +38.9% | +34.9% |
| 3Y | -7.7% | +21.2% | -28.9% | -19.0% |
| 5Y | +6.6% | +32.0% | -25.4% | -9.9% |
| 10Y | +444.6% | +195.3% | +249.3% | +182.7% |
| All | +162.5% | +1,277.0% | -1,114.5% | -63.7% |
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 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