+1.2%
RDW vs MLM
+73.7%
-72.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.6% |
| 7D | -3.1% | -2.9% | -0.2% | -0.8% |
| 30D | -1.8% | -6.8% | +5.1% | +3.7% |
| 3M | -50.9% | -11.2% | -39.6% | -47.7% |
| 6M | +13.5% | -21.8% | +35.3% | +34.5% |
| YTD | +38.6% | -17.0% | +55.5% | +55.5% |
| 1Y | +28.3% | -16.4% | +44.6% | +42.9% |
| 3Y | +217.2% | +14.5% | +202.7% | +174.2% |
| 5Y | -14.0% | +41.7% | -55.7% | -35.8% |
| All | +1.2% | +73.7% | -72.5% | -26.1% |
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