+26.5%
MLM vs RVTY
-15.1%
+41.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | -0.9% | -0.5% | -0.4% | -0.7% |
| 30D | +9.0% | +1.5% | +7.5% | +8.2% |
| 3M | -5.6% | +31.5% | -37.0% | -13.6% |
| 6M | -10.7% | +62.7% | -73.4% | -23.7% |
| YTD | -17.2% | +60.0% | -77.1% | -29.4% |
| 1Y | -14.2% | +65.7% | -79.9% | -27.8% |
| 3Y | +15.6% | +85.2% | -69.6% | -9.8% |
| All | +26.5% | -15.1% | +41.6% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling