+22.5%
IBKR vs MLM
-16.0%
+38.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +7.9% | -0.9% | +8.8% | +8.2% |
| 30D | -2.8% | +9.0% | -11.8% | -6.2% |
| 3M | -10.5% | -5.6% | -4.9% | -8.6% |
| 6M | -3.7% | -10.7% | +7.0% | -0.3% |
| YTD | +27.6% | -17.2% | +44.7% | +32.2% |
| 1Y | +22.5% | -14.2% | +36.7% | +22.9% |
| All | +22.5% | -16.0% | +38.5% | +22.9% |
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 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