+546.6%
RMBS vs MLM
+149.0%
+397.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -8.4% | -2.9% | -5.6% | -6.7% |
| 30D | -24.9% | +10.4% | -35.3% | -28.7% |
| 3M | -15.8% | -3.7% | -12.1% | -14.3% |
| 6M | -37.5% | -10.3% | -27.3% | -34.9% |
| YTD | -12.1% | -14.8% | +2.7% | -5.7% |
| 1Y | -27.0% | -13.9% | -13.1% | -22.0% |
| 3Y | +28.8% | +18.4% | +10.4% | +18.6% |
| 5Y | +236.2% | +31.8% | +204.4% | +191.1% |
| 10Y | +546.6% | +143.4% | +403.2% | +303.6% |
| All | +546.6% | +149.0% | +397.6% | +303.6% |
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