-3.6%
RIOT vs MLM
-14.5%
+10.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.8% | +15.0% | +14.0% |
| 7D | +30.4% | -4.1% | +34.6% | +32.6% |
| 30D | -9.9% | +8.2% | -18.0% | -14.4% |
| 3M | -21.2% | -3.6% | -17.6% | -20.2% |
| 6M | -29.5% | -15.6% | -13.9% | -21.1% |
| YTD | +31.9% | -16.4% | +48.3% | +41.2% |
| 1Y | -3.6% | -14.3% | +10.7% | -1.8% |
| All | -3.6% | -14.5% | +10.8% | -1.8% |
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 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