+263.4%
ROK vs MLM
+138.2%
+125.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | +7.1% | -0.9% | +8.0% | +7.6% |
| 30D | -5.0% | +9.0% | -14.0% | -9.2% |
| 3M | -9.4% | -5.6% | -3.8% | -6.6% |
| 6M | -11.0% | -10.7% | -0.3% | -6.3% |
| YTD | +4.4% | -17.2% | +21.6% | +14.2% |
| 1Y | +7.4% | -14.2% | +21.6% | +15.2% |
| 3Y | +61.0% | +15.6% | +45.4% | +45.4% |
| 5Y | +30.4% | +26.2% | +4.1% | +10.1% |
| All | +263.4% | +138.2% | +125.1% | +104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling