-30.7%
INSM vs MLM
+1,351.1%
-1,381.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.0% | +5.9% |
| 7D | +1.6% | -4.1% | +5.7% | +3.2% |
| 30D | +12.5% | +8.2% | +4.3% | +9.2% |
| 3M | -13.7% | -3.6% | -10.1% | -12.6% |
| 6M | -16.5% | -15.6% | -1.0% | -11.6% |
| YTD | -34.3% | -16.4% | -17.8% | -30.3% |
| 1Y | -38.4% | -14.3% | -24.0% | -35.4% |
| 3Y | +379.9% | +19.3% | +360.6% | +334.6% |
| 5Y | +242.2% | +29.6% | +212.7% | +195.4% |
| 10Y | +920.6% | +189.9% | +730.7% | +515.2% |
| All | -30.7% | +1,351.1% | -1,381.8% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling