-19.5%
IBM vs MLM
-14.5%
-5.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.5% |
| 7D | -5.0% | -4.1% | -0.8% | -4.3% |
| 30D | +11.1% | +8.2% | +2.9% | +9.9% |
| 3M | +5.7% | -3.6% | +9.3% | +6.1% |
| 6M | +10.1% | -15.6% | +25.7% | +12.1% |
| YTD | -15.6% | -16.4% | +0.8% | -14.7% |
| 1Y | -19.5% | -14.3% | -5.2% | -20.2% |
| All | -19.5% | -14.5% | -5.1% | -20.2% |
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