+25.4%
IP vs MLM
+190.7%
-165.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.2% | +1.2% | -1.5% |
| 7D | -5.0% | -1.2% | -3.7% | -4.4% |
| 30D | +6.5% | +7.9% | -1.4% | +2.8% |
| 3M | -18.0% | -4.5% | -13.6% | -16.2% |
| 6M | +10.3% | -12.6% | +23.0% | +17.8% |
| YTD | -9.9% | -14.9% | +5.0% | -2.8% |
| 1Y | -1.1% | -13.1% | +12.0% | +5.7% |
| 3Y | +13.0% | +21.2% | -8.2% | +1.5% |
| 5Y | -12.3% | +32.0% | -44.3% | -26.3% |
| All | +25.4% | +190.7% | -165.3% | -27.6% |
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