+132.4%
IBM vs MLM
+199.9%
-67.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.2% |
| 7D | -0.3% | -2.9% | +2.6% | +0.5% |
| 30D | +0.3% | -6.8% | +7.1% | +2.2% |
| 3M | -21.6% | -11.2% | -10.4% | -19.4% |
| 6M | -4.7% | -21.8% | +17.1% | +1.1% |
| YTD | -19.1% | -17.0% | -2.1% | -15.7% |
| 1Y | -2.5% | -16.4% | +13.9% | +1.2% |
| 3Y | +74.2% | +14.5% | +59.7% | +62.4% |
| 5Y | +113.1% | +41.7% | +71.4% | +82.4% |
| All | +132.4% | +199.9% | -67.5% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling