+304.4%
ROST vs MLM
+199.9%
+104.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -1.0% |
| 7D | +0.9% | -2.9% | +3.8% | +2.3% |
| 30D | -8.9% | -6.8% | -2.1% | -6.0% |
| 3M | -0.8% | -11.2% | +10.4% | +4.0% |
| 6M | +8.5% | -21.8% | +30.3% | +20.5% |
| YTD | +28.6% | -17.0% | +45.6% | +37.9% |
| 1Y | +52.3% | -16.4% | +68.7% | +62.5% |
| 3Y | +94.8% | +14.5% | +80.4% | +73.8% |
| 5Y | +110.8% | +41.7% | +69.0% | +65.9% |
| All | +304.4% | +199.9% | +104.5% | +121.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling