+143.4%
MLM vs RRC
+67.7%
+75.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.8% | -5.3% | -1.1% |
| 7D | -2.9% | -5.2% | +2.3% | -2.3% |
| 30D | +10.4% | +25.2% | -14.8% | +7.2% |
| 3M | -3.7% | +27.4% | -31.1% | -6.8% |
| 6M | -10.3% | +27.0% | -37.3% | -13.3% |
| YTD | -14.8% | +46.3% | -61.1% | -19.4% |
| 1Y | -13.9% | +37.1% | -51.0% | -17.9% |
| 3Y | +18.4% | +60.2% | -41.8% | +9.2% |
| 5Y | +31.8% | +136.6% | -104.8% | +13.3% |
| 10Y | +143.4% | +68.8% | +74.6% | +96.3% |
| All | +143.4% | +67.7% | +75.7% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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