+41,132.7%
RMD vs MLM
+3,557.5%
+37,575.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -5.0% | -2.9% | -2.1% | -4.2% |
| 30D | +2.2% | -6.8% | +9.0% | +4.2% |
| 3M | +17.8% | -11.2% | +29.1% | +21.6% |
| 6M | -11.3% | -21.8% | +10.5% | -5.5% |
| YTD | -4.4% | -17.0% | +12.6% | -0.1% |
| 1Y | -15.7% | -16.4% | +0.6% | -12.1% |
| 3Y | +47.7% | +14.5% | +33.3% | +40.3% |
| 5Y | -19.2% | +41.7% | -61.0% | -28.3% |
| 10Y | +280.4% | +200.0% | +80.4% | +161.5% |
| All | +41,132.7% | +3,557.5% | +37,575.2% | +15,979.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling