+115.5%
IBM vs MLM
+41.9%
+73.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.2% |
| 7D | -0.3% | -2.9% | +2.6% | +0.3% |
| 30D | +0.3% | -6.8% | +7.1% | +1.7% |
| 3M | -21.6% | -11.2% | -10.4% | -20.0% |
| 6M | -4.7% | -21.8% | +17.1% | -0.2% |
| YTD | -19.1% | -17.0% | -2.1% | -16.5% |
| 1Y | -2.5% | -16.4% | +13.9% | +0.3% |
| 3Y | +74.2% | +14.5% | +59.7% | +64.3% |
| All | +115.5% | +41.9% | +73.6% | +88.7% |
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