-32.1%
RIG vs MLM
+2,981.8%
-3,014.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.6% | +3.6% |
| 7D | -24.5% | -4.1% | -20.4% | -23.2% |
| 30D | -2.8% | +8.2% | -11.0% | -6.5% |
| 3M | +1.6% | -3.6% | +5.1% | +2.7% |
| 6M | -15.9% | -15.6% | -0.3% | -11.3% |
| YTD | +26.9% | -16.4% | +43.3% | +33.4% |
| 1Y | +34.4% | -14.3% | +48.7% | +39.6% |
| 3Y | -21.2% | +19.3% | -40.5% | -30.1% |
| 5Y | +46.4% | +29.6% | +16.8% | +23.8% |
| 10Y | -45.8% | +189.9% | -235.7% | -66.6% |
| All | -32.1% | +2,981.8% | -3,014.0% | -78.7% |
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