+186.5%
MLM vs RL
+362.4%
-175.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.3% | +2.2% | -2.7% |
| 7D | -1.2% | -4.7% | +3.5% | +0.3% |
| 30D | +7.9% | +3.6% | +4.4% | +6.7% |
| 3M | -4.5% | +0.5% | -5.0% | -4.9% |
| 6M | -12.6% | +6.6% | -19.3% | -15.2% |
| YTD | -14.9% | +8.8% | -23.7% | -18.2% |
| 1Y | -13.1% | +21.8% | -34.8% | -19.6% |
| 3Y | +21.2% | +245.8% | -224.6% | -24.5% |
| 5Y | +32.0% | +230.0% | -198.0% | -18.8% |
| All | +186.5% | +362.4% | -175.9% | +51.0% |
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