+144.7%
MLM vs RRC
+60.0%
+84.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | -3.8% | -10.3% | +6.5% | -2.6% |
| 30D | +11.0% | +19.5% | -8.5% | +8.4% |
| 3M | -3.1% | +27.9% | -31.0% | -6.2% |
| 6M | -9.8% | +21.2% | -31.0% | -12.3% |
| YTD | -14.4% | +39.6% | -53.9% | -18.5% |
| 1Y | -12.6% | +31.3% | -43.8% | -16.2% |
| 3Y | +19.7% | +51.9% | -32.2% | +11.1% |
| 5Y | +29.8% | +110.2% | -80.4% | +13.1% |
| All | +144.7% | +60.0% | +84.7% | +98.5% |
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