+142.1%
IBM vs MLM
+30.6%
+111.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.2% | +2.3% | -1.7% |
| 7D | -4.3% | -1.2% | -3.1% | -4.1% |
| 30D | +11.7% | +7.9% | +3.7% | +9.8% |
| 3M | +5.5% | -4.5% | +10.0% | +6.4% |
| 6M | +9.5% | -12.6% | +22.1% | +12.0% |
| YTD | -14.9% | -14.9% | 0.0% | -12.6% |
| 1Y | -17.4% | -13.1% | -4.3% | -15.6% |
| 3Y | +83.3% | +21.2% | +62.0% | +70.5% |
| 5Y | +142.1% | +32.0% | +110.1% | +114.3% |
| All | +142.1% | +30.6% | +111.4% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling