+157.5%
OSCR vs MLM
+30.7%
+126.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.5% |
| 7D | -8.8% | -5.8% | -2.9% | -4.9% |
| 30D | -5.6% | +9.8% | -15.4% | -11.3% |
| 3M | +14.8% | -5.2% | +20.0% | +18.7% |
| 6M | +46.0% | -10.3% | +56.2% | +53.2% |
| YTD | +123.5% | -15.5% | +138.9% | +141.6% |
| 1Y | +116.2% | -15.0% | +131.3% | +132.5% |
| 3Y | +351.6% | +17.5% | +334.2% | +240.1% |
| 5Y | +157.5% | +30.5% | +126.9% | +69.0% |
| All | +157.5% | +30.7% | +126.8% | +69.0% |
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