+26.5%
MLM vs RRX
+9.8%
+16.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | 0.0% |
| 7D | -0.9% | +4.3% | -5.2% | -2.2% |
| 30D | +9.0% | +12.3% | -3.3% | +4.5% |
| 3M | -5.6% | +3.7% | -9.2% | -7.4% |
| 6M | -10.7% | -13.9% | +3.2% | -8.8% |
| YTD | -17.2% | +26.5% | -43.6% | -27.0% |
| 1Y | -14.2% | +29.3% | -43.5% | -25.3% |
| 3Y | +15.6% | +65.6% | -49.9% | -15.3% |
| All | +26.5% | +9.8% | +16.7% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling