+1,994.5%
RSG vs MLM
+1,518.8%
+475.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | +0.3% | -2.9% | +3.2% | +1.0% |
| 30D | +7.6% | -6.8% | +14.4% | +9.6% |
| 3M | +7.4% | -11.2% | +18.7% | +10.5% |
| 6M | -3.3% | -21.8% | +18.6% | +2.7% |
| YTD | +6.0% | -17.0% | +23.0% | +10.3% |
| 1Y | -3.7% | -16.4% | +12.7% | -0.1% |
| 3Y | +59.1% | +14.5% | +44.6% | +48.9% |
| 5Y | +89.0% | +41.7% | +47.3% | +63.8% |
| 10Y | +412.5% | +200.0% | +212.5% | +237.8% |
| All | +1,994.5% | +1,518.8% | +475.7% | +549.0% |
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