+144.8%
IBM vs MLM
+140.0%
+4.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -0.3% | -2.0% | +1.7% | +0.2% |
| 30D | +6.8% | +9.5% | -2.8% | +4.0% |
| 3M | +4.4% | -4.7% | +9.1% | +5.6% |
| 6M | +13.2% | -10.7% | +23.9% | +15.9% |
| YTD | -15.1% | -16.6% | +1.4% | -11.8% |
| 1Y | -20.2% | -15.4% | -4.8% | -17.4% |
| 3Y | +79.3% | +15.9% | +63.4% | +66.6% |
| 5Y | +147.5% | +27.1% | +120.3% | +118.9% |
| All | +144.8% | +140.0% | +4.8% | +67.1% |
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