+4,021.2%
RIO vs MLM
+2,961.7%
+1,059.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | 0.0% | -2.9% | +2.9% | +1.2% |
| 30D | +4.0% | -6.8% | +10.8% | +7.0% |
| 3M | +0.1% | -11.2% | +11.4% | +4.6% |
| 6M | +12.7% | -21.8% | +34.6% | +24.2% |
| YTD | +35.6% | -17.0% | +52.5% | +44.6% |
| 1Y | +73.7% | -16.4% | +90.1% | +84.1% |
| 3Y | +93.3% | +14.5% | +78.8% | +75.0% |
| 5Y | +92.4% | +41.7% | +50.7% | +54.2% |
| 10Y | +606.9% | +200.0% | +406.9% | +273.5% |
| All | +4,021.2% | +2,961.7% | +1,059.5% | +1,017.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling