+139.9%
IBM vs MLM
+149.0%
-9.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.2% | -2.9% | +0.7% | -1.4% |
| 30D | +7.7% | +10.4% | -2.8% | +4.7% |
| 3M | +3.5% | -3.7% | +7.2% | +4.4% |
| 6M | +7.2% | -10.3% | +17.4% | +9.6% |
| YTD | -15.8% | -14.8% | -1.0% | -12.9% |
| 1Y | -19.3% | -13.9% | -5.4% | -16.8% |
| 3Y | +78.0% | +18.4% | +59.6% | +64.4% |
| 5Y | +143.0% | +31.8% | +111.2% | +112.7% |
| 10Y | +139.9% | +143.4% | -3.5% | +62.6% |
| All | +139.9% | +149.0% | -9.1% | +62.6% |
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