+56.0%
ILMN vs MLM
+190.7%
-134.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.2% | -3.0% | -6.3% |
| 7D | -28.3% | -1.2% | -27.1% | -28.1% |
| 30D | -24.0% | +7.9% | -31.9% | -26.3% |
| 3M | +4.1% | -4.5% | +8.5% | +5.4% |
| 6M | +49.6% | -12.6% | +62.2% | +55.6% |
| YTD | +58.6% | -14.9% | +73.5% | +65.3% |
| 1Y | +69.9% | -13.1% | +82.9% | +75.6% |
| 3Y | +82.9% | +21.2% | +61.7% | +65.2% |
| 5Y | -47.6% | +32.0% | -79.6% | -54.8% |
| All | +56.0% | +190.7% | -134.8% | +4.0% |
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