+19.3%
MLM vs RRX
+63.4%
-44.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -3.1% |
| 7D | -4.1% | +7.5% | -11.6% | -6.0% |
| 30D | +8.2% | +3.0% | +5.2% | +6.9% |
| 3M | -3.6% | -5.3% | +1.8% | -2.9% |
| 6M | -15.6% | -26.6% | +11.1% | -10.6% |
| YTD | -16.4% | +21.2% | -37.6% | -23.0% |
| 1Y | -14.3% | +25.9% | -40.3% | -22.1% |
| 3Y | +19.3% | +71.7% | -52.4% | -2.0% |
| All | +19.3% | +63.4% | -44.1% | -2.0% |
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