+813.8%
INSM vs MLM
+206.1%
+607.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.8% |
| 7D | +6.5% | -2.9% | +9.4% | +7.8% |
| 30D | +27.5% | -6.8% | +34.4% | +30.9% |
| 3M | +20.4% | -11.2% | +31.6% | +25.5% |
| 6M | -15.7% | -21.8% | +6.1% | -6.9% |
| YTD | -27.4% | -17.0% | -10.5% | -22.2% |
| 1Y | -11.4% | -16.4% | +5.0% | -5.8% |
| 3Y | +457.8% | +14.5% | +443.3% | +398.4% |
| 5Y | +343.0% | +41.7% | +301.2% | +249.6% |
| All | +813.8% | +206.1% | +607.7% | +359.4% |
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