+70.5%
ILMN vs MLM
+167.5%
-97.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +2.7% |
| 7D | -2.6% | -3.8% | +1.3% | -1.1% |
| 30D | -20.6% | +11.0% | -31.6% | -23.9% |
| 3M | +17.5% | -3.1% | +20.5% | +18.3% |
| 6M | +55.6% | -9.8% | +65.4% | +60.1% |
| YTD | +68.3% | -14.4% | +82.7% | +75.2% |
| 1Y | +81.1% | -12.6% | +93.7% | +86.9% |
| 3Y | +112.2% | +19.7% | +92.4% | +91.9% |
| 5Y | -42.6% | +29.8% | -72.3% | -50.4% |
| 10Y | +70.5% | +153.5% | -83.0% | +10.1% |
| All | +70.5% | +167.5% | -97.0% | +10.1% |
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 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