+1,449.5%
IBKR vs MLM
+323.2%
+1,126.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | -3.3% | -2.9% | -0.4% | -2.1% |
| 30D | +4.5% | -6.8% | +11.3% | +7.7% |
| 3M | +6.5% | -11.2% | +17.7% | +11.3% |
| 6M | +34.2% | -21.8% | +56.0% | +48.3% |
| YTD | +44.5% | -17.0% | +61.4% | +55.0% |
| 1Y | +44.7% | -16.4% | +61.1% | +54.7% |
| 3Y | +306.7% | +14.5% | +292.3% | +273.9% |
| 5Y | +489.9% | +41.7% | +448.1% | +386.3% |
| 10Y | +1,019.5% | +200.0% | +819.5% | +520.0% |
| All | +1,449.5% | +323.2% | +1,126.2% | +466.2% |
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