+4,097.8%
IBM vs MLM
+3,210.3%
+887.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | +1.1% |
| 7D | +0.4% | +9.1% | -8.7% | -1.7% |
| 30D | +14.8% | +14.6% | +0.1% | +11.0% |
| 3M | +8.9% | +0.3% | +8.6% | +8.7% |
| 6M | +12.4% | -7.5% | +19.9% | +13.8% |
| YTD | -12.4% | -10.2% | -2.2% | -10.9% |
| 1Y | -13.3% | -10.5% | -2.8% | -11.8% |
| 3Y | +88.6% | +27.8% | +60.8% | +73.9% |
| 5Y | +154.8% | +38.9% | +115.9% | +126.3% |
| 10Y | +164.7% | +211.4% | -46.7% | +85.1% |
| All | +4,097.8% | +3,210.3% | +887.6% | +1,636.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling