-23.0%
IDXX vs MLM
+40.9%
-63.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.2% |
| 7D | -5.7% | -0.9% | -4.8% | -5.2% |
| 30D | -11.5% | -6.1% | -5.5% | -8.5% |
| 3M | -9.5% | -9.7% | +0.1% | -4.6% |
| 6M | -16.0% | -14.4% | -1.6% | -9.1% |
| YTD | -25.4% | -17.7% | -7.6% | -18.1% |
| 1Y | -21.8% | -18.7% | -3.0% | -13.6% |
| 3Y | +7.0% | +18.1% | -11.1% | -7.7% |
| All | -23.0% | +40.9% | -63.9% | -40.3% |
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