+43.5%
MLM vs RGEN
-42.4%
+85.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | -2.9% | -4.9% | +2.0% | -2.0% |
| 30D | -6.8% | +5.7% | -12.5% | -7.8% |
| 3M | -11.2% | +32.4% | -43.7% | -15.9% |
| 6M | -21.8% | +33.2% | -55.0% | -26.4% |
| YTD | -17.0% | +2.3% | -19.3% | -18.1% |
| 1Y | -16.4% | +39.0% | -55.4% | -22.4% |
| 3Y | +14.5% | -4.6% | +19.1% | +9.8% |
| All | +43.5% | -42.4% | +85.9% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling