+754.3%
INSM vs MLM
+167.5%
+586.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +0.4% |
| 7D | +6.2% | -3.8% | +10.1% | +7.9% |
| 30D | +15.4% | +11.0% | +4.4% | +10.5% |
| 3M | -11.4% | -3.1% | -8.4% | -10.4% |
| 6M | +14.6% | -9.8% | +24.3% | +18.3% |
| YTD | -33.3% | -14.4% | -18.9% | -29.6% |
| 1Y | -38.8% | -12.6% | -26.2% | -36.1% |
| 3Y | +395.7% | +19.7% | +376.0% | +338.5% |
| 5Y | +258.9% | +29.8% | +229.1% | +197.9% |
| 10Y | +754.3% | +153.5% | +600.8% | +378.5% |
| All | +754.3% | +167.5% | +586.8% | +378.5% |
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