+353.1%
RMD vs MLM
+140.0%
+213.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.5% |
| 7D | -0.2% | -2.0% | +1.8% | +0.4% |
| 30D | +1.6% | +9.5% | -7.9% | -1.2% |
| 3M | +6.0% | -4.7% | +10.7% | +7.3% |
| 6M | +17.9% | -10.7% | +28.6% | +21.4% |
| YTD | 0.0% | -16.6% | +16.5% | +4.6% |
| 1Y | -4.5% | -15.4% | +10.9% | -0.6% |
| 3Y | +70.8% | +15.9% | +54.9% | +60.5% |
| 5Y | -2.0% | +27.1% | -29.2% | -11.8% |
| All | +353.1% | +140.0% | +213.2% | +234.6% |
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