+79.0%
RIOT vs MLM
+15.7%
+63.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.2% |
| 7D | +4.8% | -0.9% | +5.7% | +5.6% |
| 30D | +16.0% | +9.0% | +7.0% | +6.1% |
| 3M | -8.8% | -5.6% | -3.2% | -6.0% |
| 6M | -29.7% | -10.7% | -19.0% | -25.9% |
| YTD | +38.3% | -17.2% | +55.4% | +58.0% |
| 1Y | +26.2% | -14.2% | +40.4% | +38.6% |
| 3Y | +79.0% | +15.6% | +63.3% | +96.8% |
| All | +79.0% | +15.7% | +63.3% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling