+412.5%
RSG vs MLM
+204.6%
+208.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -0.7% | +1.4% | -2.1% | -1.1% |
| 30D | +3.3% | -6.5% | +9.8% | +5.0% |
| 3M | +8.5% | -7.4% | +15.9% | +10.1% |
| 6M | -3.5% | -15.8% | +12.3% | +0.1% |
| YTD | +5.5% | -17.4% | +22.9% | +9.6% |
| 1Y | -1.7% | -17.9% | +16.2% | +2.1% |
| 3Y | +56.9% | +18.9% | +38.0% | +45.5% |
| 5Y | +89.4% | +43.4% | +46.0% | +63.9% |
| 10Y | +412.5% | +206.2% | +206.3% | +248.9% |
| All | +412.5% | +204.6% | +208.0% | +248.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling