+30.8%
RIO vs MLM
-11.4%
+42.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +3.1% |
| 7D | -1.6% | +9.1% | -10.7% | -3.3% |
| 30D | -11.6% | +14.6% | -26.2% | -14.1% |
| 3M | -12.7% | +0.3% | -13.0% | -12.7% |
| 6M | -12.4% | -7.5% | -4.9% | -11.3% |
| YTD | +11.0% | -10.2% | +21.2% | +10.6% |
| 1Y | +30.8% | -10.5% | +41.3% | +30.6% |
| All | +30.8% | -11.4% | +42.2% | +30.6% |
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