+50.0%
IJH vs MLM
+43.8%
+6.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | +0.1% | -2.9% | +3.0% | +1.5% |
| 30D | -1.5% | -6.8% | +5.3% | +1.8% |
| 3M | +0.8% | -11.2% | +12.0% | +5.9% |
| 6M | +7.6% | -21.8% | +29.4% | +20.3% |
| YTD | +15.5% | -17.0% | +32.5% | +24.4% |
| 1Y | +16.9% | -16.4% | +33.3% | +25.2% |
| 3Y | +48.1% | +14.5% | +33.6% | +31.5% |
| All | +50.0% | +43.8% | +6.2% | +15.6% |
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