+5.0%
ROK vs MLM
-14.6%
+19.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.0% | +2.6% |
| 7D | -8.5% | -5.8% | -2.7% | -5.6% |
| 30D | -6.4% | +9.8% | -16.2% | -9.6% |
| 3M | -8.8% | -5.2% | -3.7% | -6.2% |
| 6M | -10.5% | -10.3% | -0.2% | -5.9% |
| YTD | +5.4% | -15.5% | +20.9% | +11.4% |
| 1Y | +5.0% | -15.0% | +20.0% | +10.2% |
| All | +5.0% | -14.6% | +19.6% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling