-0.5%
ROL vs MLM
+41.9%
-42.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -1.4% | -2.9% | +1.5% | -0.6% |
| 30D | -4.1% | -6.8% | +2.7% | -2.2% |
| 3M | -22.5% | -11.2% | -11.3% | -20.2% |
| 6M | -37.7% | -21.8% | -15.8% | -33.5% |
| YTD | -39.6% | -17.0% | -22.6% | -37.0% |
| 1Y | -36.0% | -16.4% | -19.7% | -33.5% |
| 3Y | -5.1% | +14.5% | -19.6% | -12.8% |
| All | -0.5% | +41.9% | -42.4% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling