+48.1%
ROK vs MLM
+41.9%
+6.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.6% |
| 7D | +0.7% | -2.9% | +3.6% | +2.4% |
| 30D | -3.3% | -6.8% | +3.5% | +0.7% |
| 3M | -5.9% | -11.2% | +5.4% | 0.0% |
| 6M | +13.9% | -21.8% | +35.7% | +30.7% |
| YTD | +12.6% | -17.0% | +29.6% | +23.8% |
| 1Y | +28.6% | -16.4% | +45.0% | +40.5% |
| 3Y | +45.1% | +14.5% | +30.6% | +28.1% |
| All | +48.1% | +41.9% | +6.2% | +9.7% |
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