-48.8%
RIG vs MLM
+140.5%
-189.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.0% |
| 7D | -2.6% | -5.8% | +3.3% | +1.2% |
| 30D | -5.2% | +9.8% | -15.0% | -11.4% |
| 3M | -8.6% | -5.2% | -3.4% | -6.2% |
| 6M | -18.9% | -10.3% | -8.6% | -16.0% |
| YTD | +28.6% | -15.5% | +44.0% | +36.6% |
| 1Y | +25.5% | -15.0% | +40.6% | +32.6% |
| 3Y | -20.2% | +17.5% | -37.6% | -35.1% |
| 5Y | +53.9% | +30.5% | +23.4% | +11.9% |
| 10Y | -48.8% | +145.5% | -194.3% | -77.0% |
| All | -48.8% | +140.5% | -189.3% | -77.0% |
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