-6.3%
RKT vs MLM
+41.9%
-48.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -2.0% |
| 7D | +2.1% | -2.9% | +5.0% | +4.5% |
| 30D | +1.4% | -6.8% | +8.3% | +7.5% |
| 3M | +6.3% | -11.2% | +17.5% | +17.0% |
| 6M | -15.5% | -21.8% | +6.4% | +3.2% |
| YTD | -27.4% | -17.0% | -10.4% | -15.1% |
| 1Y | -26.6% | -16.4% | -10.2% | -14.8% |
| 3Y | +41.2% | +14.5% | +26.8% | +26.7% |
| All | -6.3% | +41.9% | -48.2% | -29.5% |
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