+19.3%
MLM vs RL
+240.1%
-220.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.5% |
| 7D | -4.1% | -4.2% | 0.0% | -3.0% |
| 30D | +8.2% | +4.3% | +3.9% | +7.1% |
| 3M | -3.6% | -4.6% | +1.0% | -2.5% |
| 6M | -15.6% | +1.7% | -17.3% | -16.2% |
| YTD | -16.4% | +7.3% | -23.8% | -18.4% |
| 1Y | -14.3% | +20.8% | -35.1% | -18.7% |
| 3Y | +19.3% | +247.0% | -227.6% | -9.9% |
| All | +19.3% | +240.1% | -220.7% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling