-24.2%
RIG vs MLM
+2,961.7%
-2,985.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -4.0% | -3.3% |
| 7D | +0.9% | -2.9% | +3.8% | +2.2% |
| 30D | +13.8% | -6.8% | +20.6% | +17.3% |
| 3M | -6.4% | -11.2% | +4.8% | -2.7% |
| 6M | -8.2% | -21.8% | +13.7% | +0.3% |
| YTD | +41.6% | -17.0% | +58.6% | +49.9% |
| 1Y | +88.7% | -16.4% | +105.1% | +98.2% |
| 3Y | -30.9% | +14.5% | -45.3% | -37.5% |
| 5Y | +57.7% | +41.7% | +15.9% | +28.3% |
| 10Y | -39.3% | +200.0% | -239.3% | -63.0% |
| All | -24.2% | +2,961.7% | -2,985.9% | -76.1% |
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