+217.2%
ROL vs MLM
+140.5%
+76.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.8% | -5.8% | +6.6% | +2.1% |
| 30D | +20.6% | +9.8% | +10.7% | +17.9% |
| 3M | +4.5% | -5.2% | +9.7% | +5.6% |
| 6M | -26.5% | -10.3% | -16.2% | -25.1% |
| YTD | -34.8% | -15.5% | -19.4% | -32.9% |
| 1Y | -33.2% | -15.0% | -18.1% | -31.3% |
| 3Y | +4.5% | +17.5% | -13.0% | -1.4% |
| 5Y | +15.5% | +30.5% | -15.0% | +4.8% |
| 10Y | +217.2% | +145.5% | +71.7% | +142.9% |
| All | +217.2% | +140.5% | +76.7% | +142.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling