+43.5%
MLM vs RNG
-70.5%
+114.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +1.6% |
| 7D | -2.9% | +5.8% | -8.7% | -3.6% |
| 30D | -6.8% | +19.6% | -26.4% | -9.0% |
| 3M | -11.2% | +67.0% | -78.3% | -17.2% |
| 6M | -21.8% | +88.4% | -110.2% | -29.0% |
| YTD | -17.0% | +155.5% | -172.5% | -28.6% |
| 1Y | -16.4% | +141.7% | -158.0% | -27.7% |
| 3Y | +14.5% | +131.1% | -116.6% | -3.4% |
| All | +43.5% | -70.5% | +114.0% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling