+405.8%
RIO vs MLM
+185.4%
+220.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.3% |
| 7D | +2.2% | -4.1% | +6.4% | +3.8% |
| 30D | -10.1% | +8.2% | -18.3% | -12.8% |
| 3M | -14.1% | -3.6% | -10.5% | -13.3% |
| 6M | -18.9% | -15.6% | -3.3% | -14.6% |
| YTD | +9.9% | -16.4% | +26.3% | +15.5% |
| 1Y | +27.0% | -14.3% | +41.3% | +32.1% |
| 3Y | +50.1% | +19.3% | +30.8% | +35.0% |
| 5Y | +95.3% | +29.6% | +65.7% | +66.1% |
| All | +405.8% | +185.4% | +220.4% | +191.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling