-19.3%
RMD vs MLM
+41.9%
-61.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -5.0% | -2.9% | -2.1% | -3.9% |
| 30D | +2.2% | -6.8% | +9.0% | +4.9% |
| 3M | +17.8% | -11.2% | +29.1% | +23.0% |
| 6M | -11.3% | -21.8% | +10.5% | -3.2% |
| YTD | -4.4% | -17.0% | +12.6% | +1.4% |
| 1Y | -15.7% | -16.4% | +0.6% | -11.0% |
| 3Y | +47.7% | +14.5% | +33.3% | +34.6% |
| All | -19.3% | +41.9% | -61.2% | -33.7% |
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