+153.5%
MLM vs RGEN
+508.6%
-355.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.7% | +2.0% |
| 7D | -3.8% | +3.5% | -7.3% | -4.4% |
| 30D | +11.0% | +2.9% | +8.1% | +10.4% |
| 3M | -3.1% | +9.2% | -12.2% | -4.8% |
| 6M | -9.8% | +44.9% | -54.7% | -15.6% |
| YTD | -14.4% | +9.2% | -23.6% | -16.6% |
| 1Y | -12.6% | +25.3% | -37.8% | -16.7% |
| 3Y | +19.7% | +21.7% | -2.0% | +10.9% |
| 5Y | +29.8% | -34.5% | +64.3% | +26.0% |
| 10Y | +153.5% | +478.9% | -325.4% | +71.2% |
| All | +153.5% | +508.6% | -355.1% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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