+177.9%
IJH vs MLM
+149.0%
+28.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | 0.0% | -2.9% | +2.9% | +1.3% |
| 30D | +1.0% | +10.4% | -9.5% | -3.7% |
| 3M | -4.1% | -3.7% | -0.4% | -2.8% |
| 6M | +0.7% | -10.3% | +11.0% | +4.7% |
| YTD | +13.2% | -14.8% | +28.0% | +19.8% |
| 1Y | +14.9% | -13.9% | +28.8% | +20.9% |
| 3Y | +58.4% | +18.4% | +40.0% | +42.0% |
| 5Y | +38.7% | +31.8% | +6.9% | +16.0% |
| 10Y | +177.9% | +143.4% | +34.5% | +63.7% |
| All | +177.9% | +149.0% | +28.9% | +63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling