+1,120.4%
RSP vs MLM
+2,266.8%
-1,146.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.2% | +2.3% | -0.9% |
| 7D | -1.4% | -1.2% | -0.2% | -1.0% |
| 30D | +2.1% | +7.9% | -5.8% | -1.0% |
| 3M | -0.9% | -4.5% | +3.5% | +0.6% |
| 6M | +7.5% | -12.6% | +20.2% | +12.3% |
| YTD | +14.6% | -14.9% | +29.4% | +20.2% |
| 1Y | +17.6% | -13.1% | +30.7% | +22.4% |
| 3Y | +60.8% | +21.2% | +39.6% | +44.6% |
| 5Y | +46.1% | +32.0% | +14.1% | +25.0% |
| 10Y | +221.4% | +195.3% | +26.0% | +85.8% |
| All | +1,120.4% | +2,266.8% | -1,146.5% | +189.7% |
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