+53.5%
RGTI vs MLM
+51.7%
+1.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.8% |
| 7D | -2.5% | -2.9% | +0.4% | -0.3% |
| 30D | -9.4% | -6.8% | -2.6% | -4.3% |
| 3M | -37.1% | -11.2% | -25.9% | -32.6% |
| 6M | -14.4% | -21.8% | +7.4% | +1.7% |
| YTD | -31.4% | -17.0% | -14.4% | -23.4% |
| 1Y | +0.5% | -16.4% | +16.9% | +10.9% |
| 3Y | +726.1% | +14.5% | +711.6% | +624.7% |
| 5Y | +56.2% | +41.7% | +14.5% | +16.2% |
| All | +53.5% | +51.7% | +1.8% | +14.3% |
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