+9.3%
IDXX vs MLM
+15.8%
-6.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.1% |
| 7D | -4.4% | -2.7% | -1.7% | -3.1% |
| 30D | -13.5% | -8.3% | -5.2% | -9.8% |
| 3M | -11.0% | -12.0% | +0.9% | -5.5% |
| 6M | -15.6% | -17.6% | +2.0% | -7.6% |
| YTD | -23.9% | -18.9% | -5.0% | -16.7% |
| 1Y | -21.4% | -17.6% | -3.8% | -14.9% |
| All | +9.3% | +15.8% | -6.6% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling