+698.5%
RGTI vs MLM
+19.3%
+679.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.6% | +4.5% |
| 7D | +5.5% | +1.4% | +4.1% | +4.0% |
| 30D | -11.9% | -6.5% | -5.4% | -6.6% |
| 3M | -27.4% | -7.4% | -19.9% | -25.0% |
| 6M | -7.1% | -15.8% | +8.8% | +5.2% |
| YTD | -28.6% | -17.4% | -11.2% | -19.3% |
| 1Y | +4.4% | -17.9% | +22.3% | +17.8% |
| 3Y | +698.5% | +18.9% | +679.6% | +513.7% |
| All | +698.5% | +19.3% | +679.2% | +513.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling