+3,218.7%
RIO vs MLM
+3,039.4%
+179.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | +0.5% |
| 7D | -0.1% | -1.2% | +1.1% | +0.4% |
| 30D | -13.3% | +7.9% | -21.2% | -16.3% |
| 3M | -16.3% | -4.5% | -11.8% | -15.0% |
| 6M | -15.4% | -12.6% | -2.8% | -11.4% |
| YTD | +9.2% | -14.9% | +24.0% | +14.8% |
| 1Y | +26.5% | -13.1% | +39.6% | +31.8% |
| 3Y | +49.9% | +21.2% | +28.7% | +32.3% |
| 5Y | +93.9% | +32.0% | +61.9% | +60.5% |
| 10Y | +422.3% | +195.3% | +227.0% | +177.8% |
| All | +3,218.7% | +3,039.4% | +179.3% | +787.5% |
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