+626.7%
RVMD vs MLM
+107.2%
+519.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | +1.0% | -2.9% | +3.9% | +2.3% |
| 30D | +6.4% | -6.8% | +13.3% | +9.6% |
| 3M | +34.9% | -11.2% | +46.1% | +40.7% |
| 6M | +107.6% | -21.8% | +129.4% | +128.9% |
| YTD | +163.7% | -17.0% | +180.7% | +180.1% |
| 1Y | +439.2% | -16.4% | +455.6% | +470.1% |
| 3Y | +499.2% | +14.5% | +484.7% | +435.2% |
| 5Y | +621.7% | +41.7% | +580.0% | +476.5% |
| All | +626.7% | +107.2% | +519.5% | +401.6% |
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