+181.2%
MLM vs RBA
+224.6%
-43.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | -4.1% | +4.3% | -8.4% | -5.4% |
| 30D | +8.2% | +16.3% | -8.1% | +2.7% |
| 3M | -3.6% | +1.3% | -4.9% | -4.4% |
| 6M | -15.6% | -11.1% | -4.5% | -12.9% |
| YTD | -16.4% | -8.5% | -8.0% | -15.1% |
| 1Y | -14.3% | -2.1% | -12.2% | -15.0% |
| 3Y | +19.3% | +44.6% | -25.2% | +1.7% |
| 5Y | +29.6% | +36.8% | -7.2% | +9.7% |
| All | +181.2% | +224.6% | -43.3% | +49.1% |
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