+1,280.0%
IBKR vs MLM
+330.9%
+949.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.7% |
| 7D | +5.9% | -5.8% | +11.7% | +8.7% |
| 30D | -6.1% | +9.8% | -16.0% | -10.2% |
| 3M | -8.0% | -5.2% | -2.9% | -6.3% |
| 6M | -2.7% | -10.3% | +7.6% | +0.9% |
| YTD | +28.7% | -15.5% | +44.1% | +36.6% |
| 1Y | +16.9% | -15.0% | +31.9% | +23.8% |
| 3Y | +306.9% | +17.5% | +289.5% | +270.0% |
| 5Y | +363.0% | +30.5% | +332.4% | +295.2% |
| 10Y | +854.9% | +145.5% | +709.4% | +476.7% |
| All | +1,280.0% | +330.9% | +949.1% | +398.7% |
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