+153.5%
MLM vs RBA
+236.6%
-83.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.7% |
| 7D | -3.8% | +2.5% | -6.4% | -4.6% |
| 30D | +11.0% | +11.6% | -0.6% | +7.0% |
| 3M | -3.1% | +1.5% | -4.6% | -3.9% |
| 6M | -9.8% | -6.6% | -3.2% | -8.5% |
| YTD | -14.4% | -6.3% | -8.1% | -13.7% |
| 1Y | -12.6% | -4.0% | -8.6% | -12.6% |
| 3Y | +19.7% | +47.3% | -27.5% | +1.6% |
| 5Y | +29.8% | +47.7% | -17.9% | +7.2% |
| 10Y | +153.5% | +224.7% | -71.2% | +36.0% |
| All | +153.5% | +236.6% | -83.0% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling