+10.6%
ROP vs MLM
-11.4%
+22.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.6% | +3.5% |
| 7D | +11.7% | +9.1% | +2.6% | +10.0% |
| 30D | +35.5% | +14.6% | +20.8% | +32.5% |
| 3M | +25.6% | +0.3% | +25.3% | +25.0% |
| 6M | +39.3% | -7.5% | +46.7% | +40.2% |
| YTD | +11.6% | -10.2% | +21.9% | +13.9% |
| 1Y | +10.6% | -10.5% | +21.1% | +12.7% |
| All | +10.6% | -11.4% | +22.0% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling