-15.0%
MLM vs RRX
+36.7%
-51.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | -5.8% | +5.4% | -11.2% | -6.8% |
| 30D | +9.8% | +12.0% | -2.1% | +7.2% |
| 3M | -5.2% | +6.1% | -11.3% | -6.6% |
| 6M | -10.3% | -13.2% | +2.9% | -9.0% |
| YTD | -15.5% | +31.0% | -46.4% | -21.8% |
| 1Y | -15.0% | +38.8% | -53.8% | -22.1% |
| All | -15.0% | +36.7% | -51.8% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling