-51.4%
ILMN vs MLM
+41.9%
-93.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.1% |
| 7D | +1.2% | -2.9% | +4.1% | +2.8% |
| 30D | +9.2% | -6.8% | +16.0% | +13.2% |
| 3M | +29.8% | -11.2% | +41.1% | +36.9% |
| 6M | +69.2% | -21.8% | +91.0% | +90.7% |
| YTD | +66.4% | -17.0% | +83.3% | +79.0% |
| 1Y | +123.4% | -16.4% | +139.8% | +138.0% |
| 3Y | +33.2% | +14.5% | +18.7% | +13.4% |
| All | -51.4% | +41.9% | -93.3% | -65.0% |
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 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