+3,091.3%
MLM vs RRX
+2,172.0%
+919.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -3.9% |
| 7D | -4.1% | +7.5% | -11.6% | -7.2% |
| 30D | +8.2% | +3.0% | +5.2% | +6.0% |
| 3M | -3.6% | -5.3% | +1.8% | -2.7% |
| 6M | -15.6% | -26.6% | +11.1% | -8.4% |
| YTD | -16.4% | +21.2% | -37.6% | -26.3% |
| 1Y | -14.3% | +25.9% | -40.3% | -25.8% |
| 3Y | +19.3% | +71.7% | -52.4% | -13.7% |
| 5Y | +29.6% | +7.8% | +21.8% | +9.8% |
| 10Y | +189.9% | +242.9% | -52.9% | +55.3% |
| All | +3,091.3% | +2,172.0% | +919.3% | +1,028.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling