-2.0%
RKT vs MLM
+30.6%
-32.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.2% | +3.9% | +3.0% |
| 7D | +24.3% | -1.2% | +25.6% | +25.7% |
| 30D | +27.9% | +7.9% | +19.9% | +20.1% |
| 3M | +6.9% | -4.5% | +11.4% | +11.1% |
| 6M | +5.2% | -12.6% | +17.8% | +17.5% |
| YTD | -23.5% | -14.9% | -8.6% | -12.0% |
| 1Y | -9.1% | -13.1% | +4.0% | +3.0% |
| 3Y | +81.5% | +21.2% | +60.2% | +53.3% |
| 5Y | -2.0% | +32.0% | -34.0% | -27.2% |
| All | -2.0% | +30.6% | -32.6% | -27.2% |
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