+373.9%
RCL vs MLM
+190.7%
+183.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.2% | +2.0% | +0.9% |
| 7D | +3.9% | -1.2% | +5.2% | +5.0% |
| 30D | +11.8% | +7.9% | +3.8% | +5.3% |
| 3M | -0.8% | -4.5% | +3.6% | +2.2% |
| 6M | +23.6% | -12.6% | +36.3% | +35.8% |
| YTD | +17.6% | -14.9% | +32.5% | +31.5% |
| 1Y | +28.3% | -13.1% | +41.3% | +41.3% |
| 3Y | +261.4% | +21.2% | +240.2% | +198.0% |
| 5Y | +245.3% | +32.0% | +213.3% | +163.3% |
| All | +373.9% | +190.7% | +183.2% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling