-70.8%
OPEN vs MLM
+156.3%
-227.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.5% |
| 7D | -4.3% | -2.9% | -1.3% | -1.3% |
| 30D | -16.2% | -6.8% | -9.4% | -9.6% |
| 3M | -36.4% | -11.2% | -25.1% | -29.2% |
| 6M | -35.5% | -21.8% | -13.6% | -19.0% |
| YTD | -46.0% | -17.0% | -29.0% | -36.4% |
| 1Y | -47.1% | -16.4% | -30.8% | -37.9% |
| 3Y | -19.0% | +14.5% | -33.5% | -29.9% |
| 5Y | -83.6% | +41.7% | -125.3% | -88.0% |
| All | -70.8% | +156.3% | -227.2% | -81.2% |
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