+181.2%
MLM vs RRC
+59.4%
+121.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.5% |
| 7D | -4.1% | -10.8% | +6.7% | -2.8% |
| 30D | +8.2% | +22.3% | -14.1% | +5.3% |
| 3M | -3.6% | +26.6% | -30.2% | -6.6% |
| 6M | -15.6% | +18.9% | -34.5% | -17.8% |
| YTD | -16.4% | +39.2% | -55.6% | -20.5% |
| 1Y | -14.3% | +34.0% | -48.3% | -18.2% |
| 3Y | +19.3% | +42.0% | -22.7% | +11.6% |
| 5Y | +29.6% | +111.9% | -82.3% | +12.7% |
| All | +181.2% | +59.4% | +121.8% | +135.0% |
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