+153.5%
MLM vs RNG
+259.3%
-105.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.4% |
| 7D | -3.8% | -6.2% | +2.4% | -3.1% |
| 30D | +11.0% | -8.0% | +19.0% | +11.9% |
| 3M | -3.1% | +15.7% | -18.8% | -5.2% |
| 6M | -9.8% | +60.3% | -70.1% | -16.0% |
| YTD | -14.4% | +153.8% | -168.1% | -26.2% |
| 1Y | -12.6% | +172.2% | -184.7% | -25.4% |
| 3Y | +19.7% | +174.8% | -155.1% | -0.9% |
| 5Y | +29.8% | -68.6% | +98.4% | +32.5% |
| 10Y | +153.5% | +248.2% | -94.7% | +53.3% |
| All | +153.5% | +259.3% | -105.8% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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