+32.0%
MLM vs RVTY
-10.3%
+42.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.4% | +0.2% | -3.6% |
| 7D | -1.2% | -9.0% | +7.8% | +1.2% |
| 30D | +7.9% | -1.6% | +9.5% | +8.1% |
| 3M | -4.5% | +31.2% | -35.7% | -12.6% |
| 6M | -12.6% | +63.6% | -76.2% | -25.6% |
| YTD | -14.9% | +56.3% | -71.1% | -27.0% |
| 1Y | -13.1% | +63.3% | -76.4% | -26.6% |
| 3Y | +21.2% | +72.4% | -51.2% | -3.2% |
| 5Y | +32.0% | -9.6% | +41.6% | +33.0% |
| All | +32.0% | -10.3% | +42.3% | +33.0% |
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 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