+19.3%
MLM vs RRC
+36.3%
-17.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.7% |
| 7D | -4.1% | -10.8% | +6.7% | -3.5% |
| 30D | +8.2% | +22.3% | -14.1% | +6.6% |
| 3M | -3.6% | +26.6% | -30.2% | -5.3% |
| 6M | -15.6% | +18.9% | -34.5% | -16.7% |
| YTD | -16.4% | +39.2% | -55.6% | -19.4% |
| 1Y | -14.3% | +34.0% | -48.3% | -17.1% |
| 3Y | +19.3% | +42.0% | -22.7% | +10.0% |
| All | +19.3% | +36.3% | -17.0% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling