-63.5%
RGTI vs MLM
-16.0%
-47.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.3% | -5.7% | -6.6% |
| 7D | +4.9% | -2.0% | +6.9% | +5.5% |
| 30D | -19.2% | +9.5% | -28.7% | -21.3% |
| 3M | -43.9% | -4.7% | -39.2% | -43.1% |
| 6M | -45.8% | -10.7% | -35.1% | -44.7% |
| YTD | -53.4% | -16.6% | -36.8% | -52.6% |
| 1Y | -63.5% | -15.4% | -48.1% | -64.1% |
| All | -63.5% | -16.0% | -47.5% | -64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling