+306.9%
ROST vs MLM
+185.4%
+121.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -0.9% |
| 7D | +1.2% | -4.1% | +5.4% | +3.3% |
| 30D | +2.5% | +8.2% | -5.7% | -1.3% |
| 3M | -9.0% | -3.6% | -5.4% | -7.6% |
| 6M | +1.3% | -15.6% | +16.9% | +8.6% |
| YTD | +29.1% | -16.4% | +45.5% | +37.9% |
| 1Y | +45.4% | -14.3% | +59.8% | +53.4% |
| 3Y | +94.9% | +19.3% | +75.5% | +70.5% |
| 5Y | +104.0% | +29.6% | +74.4% | +67.4% |
| All | +306.9% | +185.4% | +121.5% | +127.0% |
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 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