+22.5%
RIG vs MLM
-13.9%
+36.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -12.2% | -2.9% | -9.3% | -12.2% |
| 30D | -6.0% | +10.4% | -16.4% | -5.2% |
| 3M | -9.4% | -3.7% | -5.7% | -9.8% |
| 6M | -19.1% | -10.3% | -8.8% | -18.7% |
| YTD | +25.4% | -14.8% | +40.2% | +23.1% |
| All | +22.5% | -13.9% | +36.4% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling