-6.6%
RMD vs MLM
+23.5%
-30.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.2% | -1.0% |
| 7D | +2.3% | -4.1% | +6.5% | +4.0% |
| 30D | +4.1% | +8.2% | -4.0% | +0.8% |
| 3M | +5.7% | -3.6% | +9.3% | +6.9% |
| 6M | +12.9% | -15.6% | +28.5% | +19.9% |
| YTD | -1.5% | -16.4% | +14.9% | +4.2% |
| 1Y | -4.8% | -14.3% | +9.6% | -0.2% |
| 3Y | +57.5% | +19.3% | +38.2% | +39.6% |
| All | -6.6% | +23.5% | -30.1% | -21.8% |
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