+216.0%
ROL vs MLM
+185.4%
+30.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.7% |
| 7D | +9.5% | -4.1% | +13.6% | +10.5% |
| 30D | +22.9% | +8.2% | +14.8% | +20.7% |
| 3M | +3.5% | -3.6% | +7.1% | +4.3% |
| 6M | -29.4% | -15.6% | -13.8% | -27.0% |
| YTD | -36.1% | -16.4% | -19.6% | -34.0% |
| 1Y | -34.4% | -14.3% | -20.0% | -32.6% |
| 3Y | +4.0% | +19.3% | -15.3% | -2.1% |
| 5Y | +13.2% | +29.6% | -16.4% | +3.0% |
| All | +216.0% | +185.4% | +30.6% | +141.5% |
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