+98.3%
ROST vs MLM
+20.9%
+77.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.2% | +0.9% | -2.6% |
| 7D | +1.3% | -1.2% | +2.5% | +1.7% |
| 30D | +4.9% | +7.9% | -3.0% | +2.4% |
| 3M | -6.9% | -4.5% | -2.5% | -5.6% |
| 6M | +3.8% | -12.6% | +16.5% | +7.9% |
| YTD | +31.4% | -14.9% | +46.2% | +36.6% |
| 1Y | +46.2% | -13.1% | +59.3% | +50.7% |
| All | +98.3% | +20.9% | +77.4% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling