-14.4%
MLM vs RVTY
+71.7%
-86.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -2.9% | -2.7% | -0.2% | -2.3% |
| 30D | +10.4% | +3.2% | +7.2% | +9.4% |
| 3M | -3.7% | +37.2% | -40.9% | -11.8% |
| 6M | -10.3% | +57.7% | -68.0% | -21.1% |
| YTD | -14.8% | +64.8% | -79.7% | -27.2% |
| All | -14.4% | +71.7% | -86.1% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling