+22.9%
IP vs MLM
+199.9%
-177.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.7% |
| 7D | -5.3% | -2.9% | -2.4% | -3.9% |
| 30D | -10.9% | -6.8% | -4.0% | -7.8% |
| 3M | +11.2% | -11.2% | +22.4% | +17.8% |
| 6M | -10.2% | -21.8% | +11.6% | +0.9% |
| YTD | -2.0% | -17.0% | +15.0% | +6.9% |
| 1Y | -19.1% | -16.4% | -2.7% | -12.2% |
| 3Y | +20.9% | +14.5% | +6.4% | +11.2% |
| 5Y | -17.8% | +41.7% | -59.6% | -33.3% |
| All | +22.9% | +199.9% | -177.0% | -29.8% |
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 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