+372.2%
OSCR vs MLM
+18.0%
+354.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.8% |
| 7D | -8.8% | -5.8% | -2.9% | -6.7% |
| 30D | -5.6% | +9.8% | -15.4% | -8.3% |
| 3M | +14.8% | -5.2% | +20.0% | +17.0% |
| 6M | +46.0% | -10.3% | +56.2% | +50.4% |
| YTD | +123.5% | -15.5% | +138.9% | +133.4% |
| 1Y | +116.2% | -15.0% | +131.3% | +125.2% |
| All | +372.2% | +18.0% | +354.2% | +310.8% |
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