+18.5%
MLM vs RRX
+2.4%
+16.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -2.9% | +3.4% | -6.4% | -3.7% |
| 30D | -6.8% | -11.1% | +4.3% | -4.3% |
| 3M | -11.2% | -23.7% | +12.5% | -6.5% |
| 6M | -21.8% | -22.0% | +0.2% | -18.8% |
| YTD | -17.0% | +16.5% | -33.5% | -22.0% |
| 1Y | -16.4% | +11.5% | -27.9% | -21.0% |
| All | +18.5% | +2.4% | +16.2% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling