+3,151.0%
MLM vs RRC
+1,014.2%
+2,136.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.7% | -1.5% | -4.7% |
| 7D | -1.2% | -6.9% | +5.6% | -0.3% |
| 30D | +7.9% | +25.4% | -17.5% | +4.3% |
| 3M | -4.5% | +31.9% | -36.4% | -8.5% |
| 6M | -12.6% | +17.2% | -29.8% | -15.1% |
| YTD | -14.9% | +43.4% | -58.3% | -19.9% |
| 1Y | -13.1% | +36.7% | -49.8% | -17.7% |
| 3Y | +21.2% | +38.8% | -17.6% | +12.8% |
| 5Y | +32.0% | +118.3% | -86.3% | +11.7% |
| 10Y | +195.3% | +67.7% | +127.6% | +127.4% |
| All | +3,151.0% | +1,014.2% | +2,136.8% | +1,930.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling