+46.9%
ROST vs MLM
-16.0%
+62.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | +0.9% | -2.0% | +2.8% | +1.4% |
| 30D | +5.1% | +9.5% | -4.4% | +3.0% |
| 3M | -4.3% | -4.7% | +0.5% | -2.9% |
| 6M | +9.4% | -10.7% | +20.1% | +12.2% |
| YTD | +32.5% | -16.6% | +49.1% | +34.3% |
| 1Y | +46.9% | -15.4% | +62.3% | +47.2% |
| All | +46.9% | -16.0% | +62.9% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling