+38.0%
ROP vs MLM
-12.5%
+50.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.9% |
| 7D | +9.2% | -1.2% | +10.4% | +9.5% |
| 30D | +35.5% | +7.9% | +27.6% | +33.8% |
| 3M | +24.4% | -4.5% | +28.9% | +24.9% |
| 6M | +38.0% | -12.6% | +50.7% | +37.4% |
| All | +38.0% | -12.5% | +50.6% | +37.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling