+59.8%
ILMN vs MLM
+185.4%
-125.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.1% |
| 7D | -9.7% | -4.1% | -5.6% | -8.3% |
| 30D | -20.4% | +8.2% | -28.6% | -22.9% |
| 3M | +10.0% | -3.6% | +13.6% | +11.0% |
| 6M | +49.5% | -15.6% | +65.0% | +57.5% |
| YTD | +62.5% | -16.4% | +78.9% | +70.5% |
| 1Y | +76.0% | -14.3% | +90.3% | +82.8% |
| 3Y | +94.2% | +19.3% | +74.9% | +76.4% |
| 5Y | -46.3% | +29.6% | -75.9% | -53.4% |
| All | +59.8% | +185.4% | -125.6% | +7.3% |
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