-20.3%
RIOT vs MLM
-11.4%
-8.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.4% | +7.3% | +8.6% |
| 7D | +6.4% | +9.1% | -2.8% | +1.6% |
| 30D | -20.4% | +14.6% | -35.1% | -26.2% |
| 3M | -28.7% | +0.3% | -29.0% | -28.5% |
| 6M | -17.7% | -7.5% | -10.3% | -12.7% |
| YTD | +21.3% | -10.2% | +31.5% | +26.3% |
| 1Y | -20.3% | -10.5% | -9.8% | -16.6% |
| All | -20.3% | -11.4% | -8.9% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling