+3,128.2%
MLM vs RRX
+2,355.3%
+772.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.3% |
| 7D | -5.8% | +5.4% | -11.2% | -7.8% |
| 30D | +9.8% | +12.0% | -2.1% | +4.3% |
| 3M | -5.2% | +6.1% | -11.3% | -8.3% |
| 6M | -10.3% | -13.2% | +2.9% | -8.4% |
| YTD | -15.5% | +31.0% | -46.4% | -27.6% |
| 1Y | -15.0% | +38.8% | -53.8% | -29.1% |
| 3Y | +17.5% | +70.3% | -52.8% | -14.6% |
| 5Y | +30.5% | +15.5% | +15.0% | +7.8% |
| 10Y | +145.5% | +213.7% | -68.2% | +35.3% |
| All | +3,128.2% | +2,355.3% | +772.8% | +1,008.4% |
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