-22.2%
RKT vs MLM
+152.7%
-174.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.8% |
| 7D | +2.1% | -2.9% | +5.0% | +4.0% |
| 30D | +1.4% | -6.8% | +8.3% | +6.1% |
| 3M | +6.3% | -11.2% | +17.5% | +14.7% |
| 6M | -15.5% | -21.8% | +6.4% | -1.3% |
| YTD | -27.4% | -17.0% | -10.4% | -17.7% |
| 1Y | -26.6% | -16.4% | -10.2% | -17.2% |
| 3Y | +41.2% | +14.5% | +26.8% | +34.3% |
| 5Y | -6.4% | +41.7% | -48.2% | -21.0% |
| All | -22.2% | +152.7% | -174.9% | -46.5% |
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 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