+19.3%
MLM vs RVTY
+78.0%
-58.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.7% | -2.5% |
| 7D | -4.1% | -1.2% | -2.9% | -4.0% |
| 30D | +8.2% | +1.0% | +7.1% | +7.6% |
| 3M | -3.6% | +35.8% | -39.4% | -11.4% |
| 6M | -15.6% | +56.7% | -72.3% | -25.5% |
| YTD | -16.4% | +60.7% | -77.1% | -27.3% |
| 1Y | -14.3% | +73.7% | -88.0% | -27.0% |
| 3Y | +19.3% | +82.8% | -63.4% | 0.0% |
| All | +19.3% | +78.0% | -58.6% | 0.0% |
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