+2.5%
RKT vs MLM
+27.9%
-25.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | -1.2% |
| 7D | +10.3% | -3.8% | +14.2% | +13.8% |
| 30D | +32.3% | +11.0% | +21.3% | +21.2% |
| 3M | +10.7% | -3.1% | +13.8% | +13.4% |
| 6M | -3.2% | -9.8% | +6.6% | +5.3% |
| YTD | -21.5% | -14.4% | -7.2% | -10.3% |
| 1Y | -6.0% | -12.6% | +6.6% | +5.9% |
| 3Y | +104.2% | +19.7% | +84.5% | +73.7% |
| 5Y | +2.5% | +29.8% | -27.3% | -23.0% |
| All | +2.5% | +27.9% | -25.4% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling