+4.4%
RDW vs MLM
+69.5%
-65.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +4.8% | -1.3% | +6.1% | +5.9% |
| 30D | -19.5% | -9.1% | -10.4% | -13.2% |
| 3M | -26.9% | -9.0% | -17.9% | -23.7% |
| 6M | +17.8% | -17.0% | +34.8% | +32.1% |
| YTD | +43.0% | -19.0% | +62.0% | +63.6% |
| 1Y | +32.1% | -18.1% | +50.1% | +49.5% |
| 3Y | +250.6% | +16.7% | +234.0% | +199.1% |
| 5Y | -6.6% | +40.2% | -46.8% | -29.0% |
| All | +4.4% | +69.5% | -65.1% | -22.3% |
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 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