+90.0%
RIO vs MLM
+23.5%
+66.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.2% |
| 7D | +2.2% | -4.1% | +6.4% | +3.5% |
| 30D | -10.1% | +8.2% | -18.3% | -12.4% |
| 3M | -14.1% | -3.6% | -10.5% | -13.4% |
| 6M | -18.9% | -15.6% | -3.3% | -15.3% |
| YTD | +9.9% | -16.4% | +26.3% | +14.4% |
| 1Y | +27.0% | -14.3% | +41.3% | +31.0% |
| 3Y | +50.1% | +19.3% | +30.8% | +35.4% |
| All | +90.0% | +23.5% | +66.5% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling