+594.0%
RIOT vs MLM
+262.0%
+332.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.8% | +15.0% | +14.6% |
| 7D | +30.4% | -4.1% | +34.6% | +34.0% |
| 30D | -9.9% | +8.2% | -18.0% | -16.2% |
| 3M | -21.2% | -3.6% | -17.6% | -20.6% |
| 6M | -29.5% | -15.6% | -13.9% | -22.6% |
| YTD | +31.9% | -16.4% | +48.3% | +47.0% |
| 1Y | -3.6% | -14.3% | +10.7% | +5.4% |
| 3Y | +51.8% | +19.3% | +32.5% | +30.6% |
| 5Y | -46.9% | +29.6% | -76.5% | -55.2% |
| 10Y | +677.5% | +189.9% | +487.6% | +318.5% |
| All | +594.0% | +262.0% | +332.0% | +293.6% |
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 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