+96.6%
ROST vs MLM
+15.1%
+81.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.8% |
| 7D | +0.9% | -2.9% | +3.8% | +1.8% |
| 30D | -8.9% | -6.8% | -2.1% | -6.9% |
| 3M | -0.8% | -11.2% | +10.4% | +2.3% |
| 6M | +8.5% | -21.8% | +30.3% | +16.5% |
| YTD | +28.6% | -17.0% | +45.6% | +34.6% |
| 1Y | +52.3% | -16.4% | +68.7% | +58.8% |
| All | +96.6% | +15.1% | +81.5% | +81.8% |
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