+235.9%
ROIV vs MLM
+89.0%
+146.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | +0.6% | -2.9% | +3.5% | +1.5% |
| 30D | +1.0% | -6.8% | +7.8% | +3.0% |
| 3M | +18.3% | -11.2% | +29.5% | +22.0% |
| 6M | +18.3% | -21.8% | +40.2% | +27.0% |
| YTD | +61.0% | -17.0% | +77.9% | +69.0% |
| 1Y | +177.9% | -16.4% | +194.3% | +190.5% |
| 3Y | +199.1% | +14.5% | +184.6% | +181.8% |
| 5Y | +250.7% | +41.7% | +209.0% | +200.8% |
| All | +235.9% | +89.0% | +146.9% | +182.9% |
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