+183.1%
IJH vs MLM
+203.1%
-20.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.3% |
| 7D | -0.7% | -2.7% | +2.0% | +0.5% |
| 30D | -3.8% | -8.3% | +4.5% | -0.1% |
| 3M | 0.0% | -12.0% | +12.0% | +5.2% |
| 6M | +8.8% | -17.6% | +26.4% | +17.6% |
| YTD | +13.5% | -18.9% | +32.4% | +23.0% |
| 1Y | +15.4% | -17.6% | +33.1% | +24.0% |
| 3Y | +50.9% | +16.8% | +34.1% | +36.4% |
| 5Y | +47.8% | +41.0% | +6.8% | +20.7% |
| 10Y | +183.1% | +209.3% | -26.3% | +62.3% |
| All | +183.1% | +203.1% | -20.0% | +62.3% |
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 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