+71.0%
IOT vs MLM
+24.9%
+46.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +1.4% |
| 7D | +0.8% | -3.8% | +4.6% | +3.5% |
| 30D | +1.6% | +11.0% | -9.4% | -5.8% |
| 3M | +3.3% | -3.1% | +6.4% | +4.7% |
| 6M | +42.0% | -9.8% | +51.8% | +49.1% |
| YTD | +19.1% | -14.4% | +33.5% | +25.9% |
| 1Y | +8.8% | -12.6% | +21.3% | +12.8% |
| 3Y | +79.2% | +19.7% | +59.5% | +36.2% |
| All | +71.0% | +24.9% | +46.1% | +28.3% |
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