+534.0%
RMBS vs MLM
+138.2%
+395.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | +10.3% | -0.9% | +11.2% | +10.9% |
| 30D | -10.7% | +9.0% | -19.7% | -14.8% |
| 3M | -17.2% | -5.6% | -11.7% | -14.9% |
| 6M | -39.0% | -10.7% | -28.3% | -36.3% |
| YTD | -10.5% | -17.2% | +6.6% | -2.6% |
| 1Y | -11.0% | -14.2% | +3.2% | -4.8% |
| 3Y | +31.3% | +15.6% | +15.7% | +22.4% |
| 5Y | +242.8% | +26.2% | +216.5% | +202.9% |
| All | +534.0% | +138.2% | +395.8% | +301.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling