+26.5%
MLM vs RGEN
-35.5%
+62.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -0.9% | -3.3% | +2.4% | -0.3% |
| 30D | +9.0% | -5.8% | +14.9% | +10.1% |
| 3M | -5.6% | +0.2% | -5.7% | -6.1% |
| 6M | -10.7% | +56.8% | -67.5% | -18.5% |
| YTD | -17.2% | +2.4% | -19.6% | -18.7% |
| 1Y | -14.2% | +11.4% | -25.7% | -17.2% |
| 3Y | +15.6% | +15.2% | +0.5% | +6.4% |
| All | +26.5% | -35.5% | +62.0% | +15.5% |
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