-39.8%
INSM vs MLM
-11.4%
-28.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +3.0% | +4.6% |
| 7D | +13.4% | +9.1% | +4.3% | +10.6% |
| 30D | +5.9% | +14.6% | -8.7% | +2.2% |
| 3M | +11.4% | +0.3% | +11.1% | +10.4% |
| 6M | -21.4% | -7.5% | -14.0% | -19.7% |
| YTD | -36.8% | -10.2% | -26.6% | -33.8% |
| 1Y | -39.8% | -10.5% | -29.3% | -36.2% |
| All | -39.8% | -11.4% | -28.4% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling