+138.8%
MLM vs RL
+337.1%
-198.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.3% |
| 7D | -0.9% | +2.6% | -3.5% | -1.7% |
| 30D | +9.0% | +2.9% | +6.1% | +8.0% |
| 3M | -5.6% | 0.0% | -5.6% | -5.7% |
| 6M | -10.7% | +17.1% | -27.8% | -15.8% |
| YTD | -17.2% | +10.1% | -27.3% | -20.7% |
| 1Y | -14.2% | +17.3% | -31.5% | -19.6% |
| 3Y | +15.6% | +249.3% | -233.7% | -27.9% |
| 5Y | +26.2% | +240.9% | -214.7% | -22.8% |
| All | +138.8% | +337.1% | -198.3% | +26.1% |
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