-18.7%
IBM vs MLM
-14.6%
-4.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | -1.7% | -5.8% | +4.1% | -0.8% |
| 30D | +10.1% | +9.8% | +0.3% | +8.6% |
| 3M | +4.8% | -5.2% | +10.0% | +5.3% |
| 6M | +12.6% | -10.3% | +22.9% | +13.3% |
| YTD | -13.9% | -15.5% | +1.6% | -13.1% |
| 1Y | -18.7% | -15.0% | -3.7% | -18.2% |
| All | -18.7% | -14.6% | -4.1% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling