+345.8%
RIO vs MLM
+138.2%
+207.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -0.9% | -0.9% | -0.1% | -0.6% |
| 30D | -9.1% | +9.0% | -18.1% | -12.0% |
| 3M | -13.7% | -5.6% | -8.1% | -12.2% |
| 6M | -24.3% | -10.7% | -13.7% | -21.9% |
| YTD | +8.9% | -17.2% | +26.0% | +14.7% |
| 1Y | +22.7% | -14.2% | +36.9% | +27.5% |
| 3Y | +51.2% | +15.6% | +35.6% | +37.9% |
| 5Y | +88.1% | +26.2% | +61.9% | +61.9% |
| All | +345.8% | +138.2% | +207.6% | +182.3% |
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