+22.7%
RGTI vs MLM
+55.7%
-33.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.0% |
| 7D | +9.6% | -2.9% | +12.5% | +12.4% |
| 30D | -13.4% | +10.4% | -23.8% | -20.1% |
| 3M | -31.2% | -3.7% | -27.4% | -29.5% |
| 6M | -35.9% | -10.3% | -25.6% | -32.4% |
| YTD | -45.1% | -14.8% | -30.3% | -40.2% |
| 1Y | -63.3% | -13.9% | -49.4% | -60.4% |
| 3Y | +1,152.6% | +18.4% | +1,134.2% | +969.6% |
| 5Y | +16.2% | +31.8% | -15.6% | -15.9% |
| All | +22.7% | +55.7% | -33.0% | -10.8% |
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