+181.2%
MLM vs RL
+356.1%
-174.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.4% |
| 7D | -4.1% | -4.2% | 0.0% | -2.8% |
| 30D | +8.2% | +4.3% | +3.9% | +6.7% |
| 3M | -3.6% | -4.6% | +1.0% | -2.3% |
| 6M | -15.6% | +1.7% | -17.3% | -16.7% |
| YTD | -16.4% | +7.3% | -23.8% | -19.3% |
| 1Y | -14.3% | +20.8% | -35.1% | -20.6% |
| 3Y | +19.3% | +247.0% | -227.6% | -25.8% |
| 5Y | +29.6% | +225.5% | -195.9% | -19.9% |
| All | +181.2% | +356.1% | -174.9% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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