+60.9%
IJH vs MLM
+18.8%
+42.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.1% |
| 7D | +0.6% | -3.8% | +4.5% | +2.3% |
| 30D | +1.3% | +11.0% | -9.7% | -3.3% |
| 3M | -4.1% | -3.1% | -1.0% | -3.0% |
| 6M | +1.1% | -9.8% | +10.9% | +4.8% |
| YTD | +13.6% | -14.4% | +28.0% | +19.5% |
| 1Y | +16.0% | -12.6% | +28.6% | +20.7% |
| 3Y | +60.9% | +19.7% | +41.2% | +36.1% |
| All | +60.9% | +18.8% | +42.1% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling