+735.6%
INSM vs MLM
+140.5%
+595.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.4% |
| 7D | +9.8% | -5.8% | +15.6% | +12.5% |
| 30D | +22.5% | +9.8% | +12.7% | +17.8% |
| 3M | -8.9% | -5.2% | -3.7% | -7.0% |
| 6M | +16.2% | -10.3% | +26.5% | +20.3% |
| YTD | -30.6% | -15.5% | -15.2% | -26.4% |
| 1Y | -37.7% | -15.0% | -22.6% | -34.1% |
| 3Y | +408.4% | +17.5% | +391.0% | +353.5% |
| 5Y | +279.6% | +30.5% | +249.0% | +214.1% |
| 10Y | +735.6% | +145.5% | +590.1% | +376.9% |
| All | +735.6% | +140.5% | +595.1% | +376.9% |
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