+6,435.1%
ROK vs MLM
+3,039.4%
+3,395.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.2% | -9.0% | -11.8% |
| 7D | -15.6% | -1.2% | -14.4% | -14.9% |
| 30D | -15.5% | +7.9% | -23.4% | -18.3% |
| 3M | -15.1% | -4.5% | -10.6% | -13.4% |
| 6M | -12.0% | -12.6% | +0.6% | -7.2% |
| YTD | -1.1% | -14.9% | +13.8% | +5.3% |
| 1Y | +6.5% | -13.1% | +19.6% | +12.4% |
| 3Y | +51.8% | +21.2% | +30.6% | +37.5% |
| 5Y | +22.2% | +32.0% | -9.8% | +5.6% |
| 10Y | +289.3% | +195.3% | +94.0% | +126.0% |
| All | +6,435.1% | +3,039.4% | +3,395.7% | +1,443.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling