+53.9%
RGTI vs MLM
+48.3%
+5.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -2.2% |
| 7D | +2.5% | -2.7% | +5.2% | +4.7% |
| 30D | -13.7% | -8.3% | -5.3% | -7.7% |
| 3M | -22.6% | -12.0% | -10.6% | -16.2% |
| 6M | -13.4% | -17.6% | +4.2% | -1.8% |
| YTD | -31.2% | -18.9% | -12.3% | -21.8% |
| 1Y | -7.6% | -17.6% | +10.0% | +3.3% |
| 3Y | +669.7% | +16.8% | +652.9% | +569.7% |
| 5Y | +57.0% | +41.0% | +16.0% | +19.0% |
| All | +53.9% | +48.3% | +5.7% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling