+3,545.1%
ROL vs MLM
+3,039.4%
+505.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.2% | +2.4% |
| 7D | +11.7% | -1.2% | +13.0% | +12.0% |
| 30D | +27.7% | +7.9% | +19.8% | +25.0% |
| 3M | +3.7% | -4.5% | +8.1% | +4.8% |
| 6M | -27.8% | -12.6% | -15.1% | -25.6% |
| YTD | -34.7% | -14.9% | -19.8% | -32.5% |
| 1Y | -34.1% | -13.1% | -21.0% | -32.3% |
| 3Y | +5.9% | +21.2% | -15.3% | -1.7% |
| 5Y | +15.6% | +32.0% | -16.4% | +3.3% |
| 10Y | +226.5% | +195.3% | +31.2% | +118.3% |
| All | +3,545.1% | +3,039.4% | +505.7% | +1,287.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling