+95.8%
RIO vs MLM
+41.9%
+53.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | 0.0% | -2.9% | +2.9% | +0.8% |
| 30D | +4.0% | -6.8% | +10.8% | +6.1% |
| 3M | +0.1% | -11.2% | +11.4% | +3.2% |
| 6M | +12.7% | -21.8% | +34.6% | +20.5% |
| YTD | +35.6% | -17.0% | +52.5% | +41.5% |
| 1Y | +73.7% | -16.4% | +90.1% | +80.5% |
| 3Y | +93.3% | +14.5% | +78.8% | +77.6% |
| All | +95.8% | +41.9% | +53.9% | +60.0% |
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