+65.1%
RSG vs MLM
+18.7%
+46.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.8% |
| 7D | +1.2% | -4.1% | +5.3% | +1.7% |
| 30D | +14.2% | +8.2% | +6.0% | +12.8% |
| 3M | +18.2% | -3.6% | +21.7% | +18.6% |
| 6M | +24.4% | -15.6% | +39.9% | +27.1% |
| YTD | +17.9% | -16.4% | +34.3% | +20.1% |
| 1Y | +22.3% | -14.3% | +36.7% | +24.0% |
| 3Y | +65.1% | +19.3% | +45.8% | +50.8% |
| All | +65.1% | +18.7% | +46.4% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling