+565.3%
RVMD vs MLM
+108.6%
+456.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.8% | +10.1% | +9.0% |
| 7D | +0.5% | -4.1% | +4.6% | +2.5% |
| 30D | -4.3% | +8.2% | -12.4% | -7.6% |
| 3M | -2.8% | -3.6% | +0.8% | -1.7% |
| 6M | +27.3% | -15.6% | +42.8% | +35.4% |
| YTD | +141.4% | -16.4% | +157.8% | +155.1% |
| 1Y | +213.3% | -14.3% | +227.6% | +227.1% |
| 3Y | +792.7% | +19.3% | +773.3% | +682.3% |
| 5Y | +470.6% | +29.6% | +441.0% | +370.9% |
| All | +565.3% | +108.6% | +456.8% | +356.9% |
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 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