+297.2%
INSM vs MLM
+25.7%
+271.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | +5.9% | -0.9% | +6.8% | +6.2% |
| 30D | +23.9% | +9.0% | +14.9% | +20.2% |
| 3M | -4.1% | -5.6% | +1.5% | -2.2% |
| 6M | +2.7% | -10.7% | +13.4% | +5.9% |
| YTD | -30.4% | -17.2% | -13.2% | -26.1% |
| 1Y | -36.6% | -14.2% | -22.3% | -33.6% |
| 3Y | +406.9% | +15.6% | +391.3% | +348.9% |
| All | +297.2% | +25.7% | +271.6% | +209.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling