+448.1%
RSG vs MLM
+167.5%
+280.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.6% |
| 7D | +0.3% | -3.8% | +4.2% | +1.2% |
| 30D | +13.8% | +11.0% | +2.8% | +10.7% |
| 3M | +15.4% | -3.1% | +18.4% | +16.0% |
| 6M | +24.1% | -9.8% | +33.9% | +26.6% |
| YTD | +17.8% | -14.4% | +32.2% | +21.1% |
| 1Y | +21.5% | -12.6% | +34.0% | +24.1% |
| 3Y | +63.3% | +19.7% | +43.6% | +51.1% |
| 5Y | +97.3% | +29.8% | +67.5% | +75.2% |
| 10Y | +448.1% | +153.5% | +294.6% | +281.6% |
| All | +448.1% | +167.5% | +280.7% | +281.6% |
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 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