+13.8%
IDXX vs MLM
+25.7%
-11.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | +4.2% | -0.9% | +5.0% | +4.7% |
| 30D | +33.1% | +9.0% | +24.1% | +26.9% |
| 3M | +24.2% | -5.6% | +29.8% | +28.4% |
| 6M | +33.2% | -10.7% | +43.9% | +41.3% |
| YTD | +4.1% | -17.2% | +21.3% | +14.3% |
| 1Y | +0.4% | -14.2% | +14.6% | +7.8% |
| 3Y | +62.9% | +15.6% | +47.3% | +40.9% |
| All | +13.8% | +25.7% | -11.9% | -9.9% |
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 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