+206.2%
MLM vs RRX
+214.6%
-8.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.8% |
| 7D | +1.4% | +4.3% | -2.9% | -0.4% |
| 30D | -6.5% | -8.0% | +1.5% | -3.3% |
| 3M | -7.4% | -22.0% | +14.6% | +0.4% |
| 6M | -15.8% | -11.9% | -3.9% | -14.9% |
| YTD | -17.4% | +17.1% | -34.5% | -27.3% |
| 1Y | -17.9% | +14.9% | -32.8% | -28.0% |
| 3Y | +18.9% | +6.9% | +12.0% | +0.1% |
| 5Y | +43.4% | +19.6% | +23.9% | +9.4% |
| 10Y | +206.2% | +215.9% | -9.7% | +25.3% |
| All | +206.2% | +214.6% | -8.4% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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