-25.7%
RDW vs MLM
+73.3%
-99.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.2% |
| 7D | +7.2% | -0.9% | +8.1% | +8.2% |
| 30D | -10.3% | +9.0% | -19.3% | -16.3% |
| 3M | -41.4% | -5.6% | -35.9% | -38.7% |
| 6M | -32.5% | -10.7% | -21.9% | -28.4% |
| YTD | +1.7% | -17.2% | +18.9% | +14.3% |
| 1Y | +39.0% | -14.2% | +53.3% | +51.7% |
| 3Y | +214.2% | +15.6% | +198.6% | +169.4% |
| 5Y | -31.3% | +26.2% | -57.5% | -49.0% |
| All | -25.7% | +73.3% | -99.0% | -45.7% |
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