+262.3%
RDW vs MLM
+19.3%
+243.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.2% | +7.1% |
| 7D | +9.5% | +1.4% | +8.1% | +8.1% |
| 30D | -17.4% | -6.5% | -10.8% | -12.6% |
| 3M | -39.5% | -7.4% | -32.1% | -38.6% |
| 6M | +31.3% | -15.8% | +47.2% | +46.1% |
| YTD | +47.8% | -17.4% | +65.2% | +66.4% |
| 1Y | +33.8% | -17.9% | +51.7% | +51.3% |
| 3Y | +262.3% | +18.9% | +243.4% | +193.8% |
| All | +262.3% | +19.3% | +243.0% | +193.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling