+358.5%
RIO vs MLM
+149.0%
+209.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | +3.6% | -2.9% | +6.4% | +4.6% |
| 30D | -10.8% | +10.4% | -21.2% | -14.1% |
| 3M | -15.2% | -3.7% | -11.5% | -14.4% |
| 6M | -18.0% | -10.3% | -7.8% | -15.5% |
| YTD | +11.0% | -14.8% | +25.8% | +15.8% |
| 1Y | +26.4% | -13.9% | +40.2% | +31.2% |
| 3Y | +54.4% | +18.4% | +36.0% | +39.6% |
| 5Y | +98.1% | +31.8% | +66.3% | +67.8% |
| 10Y | +358.5% | +143.4% | +215.1% | +188.9% |
| All | +358.5% | +149.0% | +209.6% | +188.9% |
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