+316.4%
ROST vs MLM
+149.0%
+167.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | +3.2% | -2.9% | +6.0% | +4.7% |
| 30D | +7.4% | +10.4% | -3.0% | +2.4% |
| 3M | -6.1% | -3.7% | -2.3% | -4.5% |
| 6M | +6.2% | -10.3% | +16.5% | +10.6% |
| YTD | +33.4% | -14.8% | +48.3% | +41.4% |
| 1Y | +48.8% | -13.9% | +62.7% | +56.8% |
| 3Y | +99.5% | +18.4% | +81.2% | +74.9% |
| 5Y | +112.7% | +31.8% | +80.9% | +72.5% |
| 10Y | +316.4% | +143.4% | +173.0% | +125.7% |
| All | +316.4% | +149.0% | +167.5% | +125.7% |
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 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