+14,542.9%
IDXX vs MLM
+2,961.7%
+11,581.1%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | 0.0% | +0.8% |
| 7D | -3.5% | -2.9% | -0.6% | -2.7% |
| 30D | -8.4% | -6.8% | -1.6% | -6.5% |
| 3M | -5.2% | -11.2% | +6.0% | -1.8% |
| 6M | -17.5% | -21.8% | +4.4% | -11.3% |
| YTD | -20.9% | -17.0% | -3.9% | -16.7% |
| 1Y | -16.4% | -16.4% | 0.0% | -12.2% |
| 3Y | +4.7% | +14.5% | -9.8% | -0.3% |
| 5Y | -22.2% | +41.7% | -64.0% | -30.6% |
| 10Y | +369.3% | +200.0% | +169.2% | +217.6% |
| All | +14,542.9% | +2,961.7% | +11,581.1% | +4,525.7% |
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