+3,705.2%
RCL vs MLM
+3,039.4%
+665.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.2% | +2.0% | 0.0% |
| 7D | +3.9% | -1.2% | +5.2% | +4.8% |
| 30D | +11.8% | +7.9% | +3.8% | +6.7% |
| 3M | -0.8% | -4.5% | +3.6% | +1.6% |
| 6M | +23.6% | -12.6% | +36.3% | +33.3% |
| YTD | +17.6% | -14.9% | +32.5% | +28.9% |
| 1Y | +28.3% | -13.1% | +41.3% | +39.0% |
| 3Y | +261.4% | +21.2% | +240.2% | +216.4% |
| 5Y | +245.3% | +32.0% | +213.3% | +189.3% |
| 10Y | +381.8% | +195.3% | +186.5% | +153.6% |
| All | +3,705.2% | +3,039.4% | +665.8% | +661.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling