+991.7%
ILMN vs MLM
+1,608.7%
-616.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.2% | -3.0% | -6.1% |
| 7D | -28.3% | -1.2% | -27.1% | -28.0% |
| 30D | -24.0% | +7.9% | -31.9% | -26.5% |
| 3M | +4.1% | -4.5% | +8.5% | +5.4% |
| 6M | +49.6% | -12.6% | +62.2% | +56.0% |
| YTD | +58.6% | -14.9% | +73.5% | +65.7% |
| 1Y | +69.9% | -13.1% | +82.9% | +76.0% |
| 3Y | +82.9% | +21.2% | +61.7% | +64.2% |
| 5Y | -47.6% | +32.0% | -79.6% | -54.7% |
| 10Y | +58.8% | +195.3% | -136.5% | -9.7% |
| All | +991.7% | +1,608.7% | -616.9% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling