+15.6%
MLM vs RNG
+179.0%
-163.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.7% |
| 7D | -0.9% | +4.6% | -5.5% | -1.2% |
| 30D | +9.0% | +0.4% | +8.6% | +8.8% |
| 3M | -5.6% | +11.4% | -17.0% | -6.6% |
| 6M | -10.7% | +95.7% | -106.4% | -16.0% |
| YTD | -17.2% | +162.9% | -180.0% | -25.7% |
| 1Y | -14.2% | +180.3% | -194.5% | -23.7% |
| 3Y | +15.6% | +188.3% | -172.7% | +5.4% |
| All | +15.6% | +179.0% | -163.4% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling