+31.8%
MLM vs RGEN
-35.9%
+67.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | 0.0% |
| 7D | -2.9% | -2.4% | -0.5% | -2.4% |
| 30D | +10.4% | +0.1% | +10.4% | +10.3% |
| 3M | -3.7% | +6.6% | -10.4% | -5.3% |
| 6M | -10.3% | +40.9% | -51.2% | -16.5% |
| YTD | -14.8% | +6.2% | -21.0% | -17.0% |
| 1Y | -13.9% | +19.4% | -33.3% | -17.9% |
| 3Y | +18.4% | +17.9% | +0.5% | +8.6% |
| 5Y | +31.8% | -34.0% | +65.8% | +19.5% |
| All | +31.8% | -35.9% | +67.7% | +19.5% |
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 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