+966.9%
IBKR vs MLM
+209.3%
+757.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -3.8% | -1.3% | -2.5% | -3.3% |
| 30D | -0.3% | -9.1% | +8.8% | +4.0% |
| 3M | +4.8% | -9.0% | +13.7% | +8.6% |
| 6M | +30.8% | -17.0% | +47.8% | +41.1% |
| YTD | +39.5% | -19.0% | +58.4% | +51.6% |
| 1Y | +43.7% | -18.1% | +61.7% | +55.2% |
| 3Y | +284.7% | +16.7% | +268.0% | +249.3% |
| 5Y | +484.9% | +40.2% | +444.7% | +380.7% |
| All | +966.9% | +209.3% | +757.6% | +510.4% |
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 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