+3,070.5%
MLM vs RVTY
+2,034.8%
+1,035.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | -2.9% | +1.1% | -4.0% | -3.2% |
| 30D | -6.8% | +13.2% | -20.0% | -9.7% |
| 3M | -11.2% | +27.2% | -38.5% | -16.6% |
| 6M | -21.8% | +32.4% | -54.2% | -27.6% |
| YTD | -17.0% | +34.9% | -51.8% | -23.6% |
| 1Y | -16.4% | +52.4% | -68.7% | -25.6% |
| 3Y | +14.5% | +12.3% | +2.2% | +7.2% |
| 5Y | +41.7% | -30.8% | +72.6% | +47.8% |
| 10Y | +200.0% | +150.7% | +49.4% | +126.0% |
| All | +3,070.5% | +2,034.8% | +1,035.8% | +1,551.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling