+10.6%
IBKR vs MLM
-11.4%
+22.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -0.3% |
| 7D | -6.8% | +9.1% | -15.9% | -9.9% |
| 30D | -12.5% | +14.6% | -27.2% | -17.2% |
| 3M | -12.0% | +0.3% | -12.3% | -12.2% |
| 6M | -4.5% | -7.5% | +2.9% | -1.2% |
| YTD | +21.5% | -10.2% | +31.7% | +22.2% |
| 1Y | +10.6% | -10.5% | +21.1% | +11.4% |
| All | +10.6% | -11.4% | +22.0% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling