-12.6%
MLM vs RVTY
+69.3%
-82.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.4% | +0.2% | -4.3% |
| 7D | -1.2% | -9.0% | +7.8% | +0.3% |
| 30D | +7.9% | -1.6% | +9.5% | +7.9% |
| 3M | -4.5% | +31.2% | -35.7% | -11.4% |
| 6M | -12.6% | +63.6% | -76.2% | -23.3% |
| All | -12.6% | +69.3% | -82.0% | -23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling