+220.7%
ROL vs MLM
+138.2%
+82.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.7% |
| 7D | +3.0% | -0.9% | +3.9% | +3.2% |
| 30D | +19.8% | +9.0% | +10.7% | +17.4% |
| 3M | +7.9% | -5.6% | +13.5% | +9.2% |
| 6M | -25.6% | -10.7% | -15.0% | -24.1% |
| YTD | -34.1% | -17.2% | -17.0% | -31.9% |
| 1Y | -31.4% | -14.2% | -17.2% | -29.6% |
| 3Y | +4.7% | +15.6% | -10.9% | -0.8% |
| 5Y | +15.6% | +26.2% | -10.6% | +5.7% |
| All | +220.7% | +138.2% | +82.5% | +146.9% |
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