-28.6%
RDW vs MLM
+28.3%
-57.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -3.2% |
| 7D | +29.7% | -2.0% | +31.7% | +32.1% |
| 30D | -12.3% | +9.5% | -21.8% | -19.4% |
| 3M | -40.5% | -4.7% | -35.7% | -37.9% |
| 6M | -30.5% | -10.7% | -19.8% | -25.7% |
| YTD | +5.7% | -16.6% | +22.2% | +19.5% |
| 1Y | +34.5% | -15.4% | +49.9% | +50.1% |
| 3Y | +229.1% | +15.9% | +213.2% | +163.2% |
| 5Y | -28.6% | +27.1% | -55.8% | -50.0% |
| All | -28.6% | +28.3% | -57.0% | -50.0% |
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