+43.7%
IBKR vs MLM
-17.7%
+61.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.6% |
| 3M | +4.8% | -9.0% | +13.7% | +7.8% |
| 6M | +30.8% | -17.0% | +47.8% | +40.4% |
| YTD | +39.5% | -19.0% | +58.4% | +48.3% |
| 1Y | +43.7% | -18.1% | +61.7% | +48.9% |
| All | +43.7% | -17.7% | +61.3% | +48.9% |
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