-16.7%
RDW vs MLM
+40.7%
-57.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.8% | -3.0% | -3.2% |
| 7D | +3.6% | -2.7% | +6.3% | +6.1% |
| 30D | -18.4% | -8.3% | -10.1% | -12.0% |
| 3M | -32.1% | -12.0% | -20.1% | -26.5% |
| 6M | +10.9% | -17.6% | +28.5% | +26.7% |
| YTD | +40.8% | -18.9% | +59.7% | +62.8% |
| 1Y | +31.1% | -17.6% | +48.8% | +49.1% |
| 3Y | +245.2% | +16.8% | +228.4% | +180.8% |
| 5Y | -16.7% | +41.0% | -57.8% | -36.9% |
| All | -16.7% | +40.7% | -57.5% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling