+211.0%
RSP vs MLM
+138.2%
+72.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +2.4% | -0.9% | +3.2% | +2.7% |
| 30D | +4.3% | +9.0% | -4.7% | +0.7% |
| 3M | -0.3% | -5.6% | +5.2% | +1.6% |
| 6M | +9.8% | -10.7% | +20.5% | +13.7% |
| YTD | +16.8% | -17.2% | +34.0% | +23.9% |
| 1Y | +19.5% | -14.2% | +33.7% | +24.9% |
| 3Y | +65.1% | +15.6% | +49.5% | +50.8% |
| 5Y | +48.7% | +26.2% | +22.5% | +28.3% |
| All | +211.0% | +138.2% | +72.7% | +94.9% |
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