-41.1%
RIG vs MLM
+206.1%
-247.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -4.0% | -3.6% |
| 7D | +0.9% | -2.9% | +3.8% | +2.7% |
| 30D | +13.8% | -6.8% | +20.6% | +18.8% |
| 3M | -6.4% | -11.2% | +4.8% | -1.2% |
| 6M | -8.2% | -21.8% | +13.7% | +4.4% |
| YTD | +41.6% | -17.0% | +58.6% | +53.1% |
| 1Y | +88.7% | -16.4% | +105.1% | +101.4% |
| 3Y | -30.9% | +14.5% | -45.3% | -42.4% |
| 5Y | +57.7% | +41.7% | +15.9% | +8.6% |
| All | -41.1% | +206.1% | -247.2% | -74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling