-14.3%
MLM vs RRC
+31.6%
-45.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -2.0% |
| 7D | -4.1% | -10.8% | +6.7% | -5.0% |
| 30D | +8.2% | +22.3% | -14.1% | +10.1% |
| 3M | -3.6% | +26.6% | -30.2% | -1.3% |
| 6M | -15.6% | +18.9% | -34.5% | -14.1% |
| YTD | -16.4% | +39.2% | -55.6% | -15.6% |
| 1Y | -14.3% | +34.0% | -48.3% | -13.3% |
| All | -14.3% | +31.6% | -45.9% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling