+21.5%
MLM vs RGEN
+12.2%
+9.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.5% | +0.3% | -4.3% |
| 7D | -1.2% | -10.7% | +9.5% | +0.5% |
| 30D | +7.9% | -3.6% | +11.6% | +8.4% |
| 3M | -4.5% | +6.2% | -10.7% | -5.8% |
| 6M | -12.6% | +34.1% | -46.8% | -17.4% |
| YTD | -14.9% | +2.8% | -17.7% | -16.4% |
| 1Y | -13.1% | +15.5% | -28.6% | -16.2% |
| All | +21.5% | +12.2% | +9.4% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling