+208.0%
RSP vs MLM
+199.9%
+8.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -0.8% | -2.9% | +2.1% | +0.3% |
| 30D | -0.3% | -6.8% | +6.5% | +2.3% |
| 3M | +4.3% | -11.2% | +15.5% | +8.5% |
| 6M | +8.8% | -21.8% | +30.7% | +18.7% |
| YTD | +15.3% | -17.0% | +32.2% | +22.2% |
| 1Y | +18.3% | -16.4% | +34.6% | +24.9% |
| 3Y | +52.8% | +14.5% | +38.3% | +40.2% |
| 5Y | +51.7% | +41.7% | +10.0% | +25.7% |
| All | +208.0% | +199.9% | +8.1% | +86.0% |
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 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