+68,117.7%
ROST vs MLM
+3,039.4%
+65,078.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.2% | +0.9% | -2.4% |
| 7D | +1.3% | -1.2% | +2.5% | +1.7% |
| 30D | +4.9% | +7.9% | -3.0% | +2.1% |
| 3M | -6.9% | -4.5% | -2.5% | -5.6% |
| 6M | +3.8% | -12.6% | +16.5% | +8.1% |
| YTD | +31.4% | -14.9% | +46.2% | +37.4% |
| 1Y | +46.2% | -13.1% | +59.3% | +51.8% |
| 3Y | +99.8% | +21.2% | +78.6% | +81.9% |
| 5Y | +107.6% | +32.0% | +75.6% | +81.7% |
| 10Y | +322.2% | +195.3% | +126.9% | +171.5% |
| All | +68,117.7% | +3,039.4% | +65,078.3% | +21,784.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling