-40.4%
INSM vs MLM
-14.6%
-25.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.0% | +5.8% |
| 7D | +1.6% | -4.1% | +5.7% | +2.9% |
| 30D | +12.5% | +8.2% | +4.3% | +10.4% |
| 3M | -13.7% | -3.6% | -10.1% | -13.1% |
| 6M | -16.5% | -15.6% | -1.0% | -12.1% |
| YTD | -34.3% | -16.4% | -17.8% | -29.7% |
| All | -40.4% | -14.6% | -25.8% | -35.8% |
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