+59.1%
ROK vs MLM
+18.8%
+40.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +2.2% |
| 7D | -11.5% | -3.8% | -7.7% | -9.3% |
| 30D | -10.0% | +11.0% | -21.0% | -14.8% |
| 3M | -11.4% | -3.1% | -8.4% | -9.8% |
| 6M | -13.7% | -9.8% | -3.9% | -9.1% |
| YTD | +1.0% | -14.4% | +15.4% | +9.0% |
| 1Y | +5.6% | -12.6% | +18.2% | +12.5% |
| 3Y | +59.1% | +19.7% | +39.3% | +27.9% |
| All | +59.1% | +18.8% | +40.3% | +27.9% |
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