-23.5%
RKT vs MLM
-16.0%
-7.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.3% | -3.8% | -3.7% |
| 7D | -7.5% | -2.0% | -5.5% | -5.6% |
| 30D | +26.6% | +9.5% | +17.1% | +15.2% |
| 3M | -2.4% | -4.7% | +2.3% | +2.6% |
| 6M | -7.4% | -10.7% | +3.3% | +3.4% |
| YTD | -29.2% | -16.6% | -12.6% | -14.9% |
| 1Y | -23.5% | -15.4% | -8.2% | -10.7% |
| All | -23.5% | -16.0% | -7.6% | -10.7% |
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