+0.8%
ROP vs MLM
+23.5%
-22.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.3% |
| 7D | +2.1% | -4.1% | +6.3% | +3.6% |
| 30D | +32.9% | +8.2% | +24.7% | +29.5% |
| 3M | +20.3% | -3.6% | +23.9% | +21.6% |
| 6M | +36.8% | -15.6% | +52.3% | +44.0% |
| YTD | +8.1% | -16.4% | +24.5% | +13.5% |
| 1Y | +8.3% | -14.3% | +22.6% | +12.5% |
| 3Y | -3.2% | +19.3% | -22.6% | -13.6% |
| All | +0.8% | +23.5% | -22.7% | -12.6% |
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