+291.3%
IBKR vs MLM
+19.3%
+272.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.5% |
| 7D | +0.6% | +1.4% | -0.8% | 0.0% |
| 30D | +3.7% | -6.5% | +10.2% | +6.7% |
| 3M | +4.2% | -7.4% | +11.7% | +6.9% |
| 6M | +36.6% | -15.8% | +52.5% | +46.3% |
| YTD | +41.9% | -17.4% | +59.3% | +52.5% |
| 1Y | +49.5% | -17.9% | +67.4% | +60.8% |
| 3Y | +291.3% | +18.9% | +272.5% | +280.3% |
| All | +291.3% | +19.3% | +272.1% | +280.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling