+3,272.4%
ROL vs MLM
+2,961.7%
+310.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -1.4% | -2.9% | +1.5% | -0.7% |
| 30D | -4.1% | -6.8% | +2.7% | -2.3% |
| 3M | -22.5% | -11.2% | -11.3% | -20.3% |
| 6M | -37.7% | -21.8% | -15.8% | -33.8% |
| YTD | -39.6% | -17.0% | -22.6% | -37.1% |
| 1Y | -36.0% | -16.4% | -19.7% | -33.6% |
| 3Y | -5.1% | +14.5% | -19.6% | -10.7% |
| 5Y | -3.4% | +41.7% | -45.1% | -15.3% |
| 10Y | +215.2% | +200.0% | +15.2% | +109.5% |
| All | +3,272.4% | +2,961.7% | +310.7% | +1,193.5% |
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 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