+18.5%
IP vs MLM
+27.5%
-9.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +0.2% |
| 7D | +3.4% | +9.1% | -5.7% | -1.4% |
| 30D | +11.2% | +14.6% | -3.4% | +3.2% |
| 3M | -14.8% | +0.3% | -15.1% | -15.0% |
| 6M | +17.3% | -7.5% | +24.8% | +21.4% |
| YTD | -6.2% | -10.2% | +4.1% | -2.1% |
| 1Y | +2.3% | -10.5% | +12.8% | +6.8% |
| All | +18.5% | +27.5% | -9.0% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling