+105.8%
ROST vs MLM
+23.5%
+82.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -0.9% |
| 7D | +1.2% | -4.1% | +5.4% | +3.2% |
| 30D | +2.5% | +8.2% | -5.7% | -1.0% |
| 3M | -9.0% | -3.6% | -5.4% | -7.6% |
| 6M | +1.3% | -15.6% | +16.9% | +8.3% |
| YTD | +29.1% | -16.4% | +45.5% | +37.4% |
| 1Y | +45.4% | -14.3% | +59.8% | +52.8% |
| 3Y | +94.9% | +19.3% | +75.5% | +66.4% |
| All | +105.8% | +23.5% | +82.2% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling