-34.7%
ROL vs MLM
-11.4%
-23.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +2.3% |
| 7D | +14.6% | +9.1% | +5.4% | +12.8% |
| 30D | +29.3% | +14.6% | +14.6% | +26.3% |
| 3M | +2.0% | +0.3% | +1.7% | +1.2% |
| 6M | -28.5% | -7.5% | -21.1% | -28.4% |
| YTD | -35.3% | -10.2% | -25.1% | -36.4% |
| 1Y | -34.7% | -10.5% | -24.2% | -36.0% |
| All | -34.7% | -11.4% | -23.3% | -36.0% |
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