+301.5%
ROST vs MLM
+138.2%
+163.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | +0.3% | -0.9% | +1.1% | +0.7% |
| 30D | +0.5% | +9.0% | -8.5% | -3.6% |
| 3M | -5.2% | -5.6% | +0.3% | -2.8% |
| 6M | +9.8% | -10.7% | +20.5% | +14.6% |
| YTD | +29.4% | -17.2% | +46.5% | +39.0% |
| 1Y | +44.4% | -14.2% | +58.6% | +52.3% |
| 3Y | +95.0% | +15.6% | +79.4% | +72.8% |
| 5Y | +111.9% | +26.2% | +85.6% | +75.5% |
| All | +301.5% | +138.2% | +163.2% | +120.5% |
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