+94.7%
RIO vs MLM
+15.1%
+79.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | 0.0% | -2.9% | +2.9% | +0.7% |
| 30D | +4.0% | -6.8% | +10.8% | +5.7% |
| 3M | +0.1% | -11.2% | +11.4% | +2.8% |
| 6M | +12.7% | -21.8% | +34.6% | +18.9% |
| YTD | +35.6% | -17.0% | +52.5% | +40.1% |
| 1Y | +73.7% | -16.4% | +90.1% | +78.8% |
| All | +94.7% | +15.1% | +79.5% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling