+3,070.5%
MLM vs RRX
+2,083.7%
+986.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -2.9% | +3.4% | -6.4% | -4.1% |
| 30D | -6.8% | -11.1% | +4.3% | -2.7% |
| 3M | -11.2% | -23.7% | +12.5% | -3.7% |
| 6M | -21.8% | -22.0% | +0.2% | -16.9% |
| YTD | -17.0% | +16.5% | -33.5% | -24.9% |
| 1Y | -16.4% | +11.5% | -27.9% | -23.8% |
| 3Y | +14.5% | +1.5% | +13.0% | +1.9% |
| 5Y | +41.7% | +18.3% | +23.5% | +16.8% |
| 10Y | +200.0% | +209.8% | -9.8% | +68.2% |
| All | +3,070.5% | +2,083.7% | +986.9% | +1,049.6% |
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