+181.2%
MLM vs RNG
+256.7%
-75.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.0% | -1.5% |
| 7D | -4.1% | -11.3% | +7.2% | -2.7% |
| 30D | +8.2% | -5.7% | +13.9% | +8.7% |
| 3M | -3.6% | +16.8% | -20.4% | -5.8% |
| 6M | -15.6% | +58.5% | -74.0% | -21.3% |
| YTD | -16.4% | +151.3% | -167.7% | -27.9% |
| 1Y | -14.3% | +169.0% | -183.4% | -26.9% |
| 3Y | +19.3% | +156.9% | -137.6% | -0.4% |
| 5Y | +29.6% | -69.0% | +98.6% | +32.6% |
| All | +181.2% | +256.7% | -75.4% | +66.1% |
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