+206.1%
MLM vs RRC
+10.9%
+195.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -2.9% | +1.3% | -4.2% | -3.1% |
| 30D | -6.8% | +10.1% | -16.9% | -7.9% |
| 3M | -11.2% | +4.0% | -15.2% | -11.8% |
| 6M | -21.8% | +1.6% | -23.4% | -22.3% |
| YTD | -17.0% | +19.7% | -36.7% | -19.3% |
| 1Y | -16.4% | +21.4% | -37.8% | -19.1% |
| 3Y | +14.5% | +29.7% | -15.2% | +8.5% |
| 5Y | +41.7% | +153.9% | -112.1% | +21.1% |
| All | +206.1% | +10.9% | +195.3% | +159.3% |
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