+112.7%
ROST vs MLM
+29.9%
+82.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | +3.2% | -2.9% | +6.0% | +4.6% |
| 30D | +7.4% | +10.4% | -3.0% | +2.8% |
| 3M | -6.1% | -3.7% | -2.3% | -4.6% |
| 6M | +6.2% | -10.3% | +16.5% | +10.4% |
| YTD | +33.4% | -14.8% | +48.3% | +40.8% |
| 1Y | +48.8% | -13.9% | +62.7% | +56.1% |
| 3Y | +99.5% | +18.4% | +81.2% | +71.6% |
| 5Y | +112.7% | +31.8% | +80.9% | +69.2% |
| All | +112.7% | +29.9% | +82.7% | +69.2% |
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 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