+363.0%
IBKR vs MLM
+30.7%
+332.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.7% |
| 7D | +5.9% | -5.8% | +11.7% | +9.0% |
| 30D | -6.1% | +9.8% | -16.0% | -10.5% |
| 3M | -8.0% | -5.2% | -2.9% | -6.1% |
| 6M | -2.7% | -10.3% | +7.6% | +1.3% |
| YTD | +28.7% | -15.5% | +44.1% | +37.3% |
| 1Y | +16.9% | -15.0% | +31.9% | +24.5% |
| 3Y | +306.9% | +17.5% | +289.5% | +261.4% |
| 5Y | +363.0% | +30.5% | +332.4% | +296.5% |
| All | +363.0% | +30.7% | +332.3% | +296.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling