+9,104.8%
ROP vs MLM
+3,039.4%
+6,065.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +1.6% |
| 7D | +9.2% | -1.2% | +10.4% | +9.7% |
| 30D | +35.5% | +7.9% | +27.6% | +31.8% |
| 3M | +24.4% | -4.5% | +28.9% | +26.2% |
| 6M | +38.0% | -12.6% | +50.7% | +43.7% |
| YTD | +11.1% | -14.9% | +25.9% | +16.0% |
| 1Y | +10.9% | -13.1% | +24.0% | +14.9% |
| 3Y | -0.5% | +21.2% | -21.7% | -9.8% |
| 5Y | +4.5% | +32.0% | -27.5% | -9.9% |
| 10Y | +207.5% | +195.3% | +12.1% | +81.8% |
| All | +9,104.8% | +3,039.4% | +6,065.4% | +2,245.6% |
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 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