+252.1%
ROIV vs MLM
+93.8%
+158.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.2% | +1.0% | -2.6% |
| 7D | -2.4% | -1.2% | -1.2% | -2.0% |
| 30D | +3.1% | +7.9% | -4.9% | +0.6% |
| 3M | +5.8% | -4.5% | +10.3% | +7.1% |
| 6M | +29.3% | -12.6% | +42.0% | +33.9% |
| YTD | +68.8% | -14.9% | +83.6% | +75.7% |
| 1Y | +81.0% | -13.1% | +94.1% | +87.1% |
| 3Y | +294.6% | +21.2% | +273.4% | +266.1% |
| 5Y | +373.1% | +32.0% | +341.1% | +302.7% |
| All | +252.1% | +93.8% | +158.4% | +194.0% |
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