-2.8%
RGTI vs MLM
+51.4%
-54.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.3% |
| 7D | -18.1% | -0.9% | -17.3% | -17.3% |
| 30D | -17.6% | +9.0% | -26.7% | -23.2% |
| 3M | -48.3% | -5.6% | -42.8% | -46.2% |
| 6M | -47.8% | -10.7% | -37.1% | -44.8% |
| YTD | -56.6% | -17.2% | -39.4% | -51.6% |
| 1Y | -61.8% | -14.2% | -47.6% | -58.8% |
| 3Y | +807.5% | +15.6% | +791.9% | +690.8% |
| 5Y | -8.8% | +26.2% | -35.1% | -32.4% |
| All | -2.8% | +51.4% | -54.2% | -27.8% |
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