+143.3%
IBM vs MLM
+27.9%
+115.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.1% |
| 7D | -2.5% | -3.8% | +1.3% | -1.7% |
| 30D | +8.4% | +11.0% | -2.6% | +6.0% |
| 3M | +4.5% | -3.1% | +7.5% | +5.0% |
| 6M | +7.9% | -9.8% | +17.7% | +9.6% |
| YTD | -15.2% | -14.4% | -0.9% | -13.1% |
| 1Y | -17.6% | -12.6% | -5.0% | -15.9% |
| 3Y | +82.1% | +19.7% | +62.3% | +69.9% |
| 5Y | +143.3% | +29.8% | +113.6% | +116.3% |
| All | +143.3% | +27.9% | +115.4% | +116.3% |
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