-21.2%
RIG vs MLM
+18.7%
-39.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.6% | +3.2% |
| 7D | -24.5% | -4.1% | -20.4% | -23.7% |
| 30D | -2.8% | +8.2% | -11.0% | -5.1% |
| 3M | +1.6% | -3.6% | +5.1% | +2.4% |
| 6M | -15.9% | -15.6% | -0.3% | -11.9% |
| YTD | +26.9% | -16.4% | +43.3% | +31.6% |
| 1Y | +34.4% | -14.3% | +48.7% | +37.4% |
| 3Y | -21.2% | +19.3% | -40.5% | -36.0% |
| All | -21.2% | +18.7% | -39.9% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling