+3,008.3%
RCL vs MLM
+2,961.7%
+46.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.8% |
| 7D | -5.1% | -2.9% | -2.2% | -3.4% |
| 30D | -19.0% | -6.8% | -12.2% | -15.5% |
| 3M | -9.6% | -11.2% | +1.7% | -3.3% |
| 6M | -6.7% | -21.8% | +15.1% | +8.2% |
| YTD | -3.9% | -17.0% | +13.1% | +7.1% |
| 1Y | -25.1% | -16.4% | -8.7% | -16.9% |
| 3Y | +179.1% | +14.5% | +164.6% | +152.6% |
| 5Y | +243.3% | +41.7% | +201.6% | +175.0% |
| 10Y | +325.8% | +200.0% | +125.7% | +122.4% |
| All | +3,008.3% | +2,961.7% | +46.6% | +532.8% |
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