+214.2%
ROL vs MLM
+199.9%
+14.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | -1.4% | -2.9% | +1.5% | -0.8% |
| 30D | -4.1% | -6.8% | +2.7% | -2.6% |
| 3M | -22.5% | -11.2% | -11.3% | -20.7% |
| 6M | -37.7% | -21.8% | -15.8% | -34.4% |
| YTD | -39.6% | -17.0% | -22.6% | -37.5% |
| 1Y | -36.0% | -16.4% | -19.7% | -34.0% |
| 3Y | -5.1% | +14.5% | -19.6% | -9.9% |
| 5Y | -3.4% | +41.7% | -45.1% | -13.5% |
| All | +214.2% | +199.9% | +14.3% | +136.1% |
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