+1,268.3%
IBKR vs MLM
+322.3%
+946.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +7.9% | -0.9% | +8.8% | +8.3% |
| 30D | -2.8% | +9.0% | -11.8% | -6.7% |
| 3M | -10.5% | -5.6% | -4.9% | -8.5% |
| 6M | -3.7% | -10.7% | +7.0% | 0.0% |
| YTD | +27.6% | -17.2% | +44.7% | +36.6% |
| 1Y | +22.5% | -14.2% | +36.7% | +29.2% |
| 3Y | +307.2% | +15.6% | +291.6% | +272.9% |
| 5Y | +357.7% | +26.2% | +331.4% | +296.4% |
| 10Y | +846.8% | +140.6% | +706.2% | +476.9% |
| All | +1,268.3% | +322.3% | +946.0% | +398.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling