+43.5%
MLM vs RBA
+45.3%
-1.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -2.9% | -2.9% | 0.0% | -2.1% |
| 30D | -6.8% | -12.3% | +5.5% | -3.5% |
| 3M | -11.2% | -20.5% | +9.3% | -5.8% |
| 6M | -21.8% | -18.5% | -3.3% | -17.8% |
| YTD | -17.0% | -18.2% | +1.3% | -13.0% |
| 1Y | -16.4% | -27.5% | +11.1% | -9.6% |
| 3Y | +14.5% | +38.1% | -23.6% | +3.3% |
| All | +43.5% | +45.3% | -1.8% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling