+21.5%
MLM vs RVTY
+73.0%
-51.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.4% | +0.2% | -3.9% |
| 7D | -1.2% | -9.0% | +7.8% | +0.9% |
| 30D | +7.9% | -1.6% | +9.5% | +8.1% |
| 3M | -4.5% | +31.2% | -35.7% | -11.5% |
| 6M | -12.6% | +63.6% | -76.2% | -23.9% |
| YTD | -14.9% | +56.3% | -71.1% | -25.4% |
| 1Y | -13.1% | +63.3% | -76.4% | -24.8% |
| All | +21.5% | +73.0% | -51.5% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling