+206.4%
IP vs MLM
+2,945.1%
-2,738.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | +0.1% | +1.4% | -1.3% | -0.6% |
| 30D | -11.2% | -6.5% | -4.7% | -8.5% |
| 3M | +12.3% | -7.4% | +19.7% | +16.5% |
| 6M | -5.2% | -15.8% | +10.6% | +2.6% |
| YTD | -4.0% | -17.4% | +13.5% | +4.6% |
| 1Y | -19.2% | -17.9% | -1.3% | -11.8% |
| 3Y | +20.3% | +18.9% | +1.5% | +9.4% |
| 5Y | -17.5% | +43.4% | -60.9% | -32.4% |
| 10Y | +21.2% | +206.2% | -185.0% | -33.2% |
| All | +206.4% | +2,945.1% | -2,738.7% | -22.1% |
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