+90.3%
RIO vs MLM
+25.7%
+64.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -0.9% | -0.9% | -0.1% | -0.7% |
| 30D | -9.1% | +9.0% | -18.1% | -11.6% |
| 3M | -13.7% | -5.6% | -8.1% | -12.4% |
| 6M | -24.3% | -10.7% | -13.7% | -22.3% |
| YTD | +8.9% | -17.2% | +26.0% | +13.6% |
| 1Y | +22.7% | -14.2% | +36.9% | +26.5% |
| 3Y | +51.2% | +15.6% | +35.6% | +37.9% |
| All | +90.3% | +25.7% | +64.6% | +60.4% |
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