+90.9%
IT vs MLM
+140.5%
-49.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.5% |
| 7D | -6.8% | -5.8% | -1.0% | -4.5% |
| 30D | -0.6% | +9.8% | -10.4% | -4.1% |
| 3M | +3.1% | -5.2% | +8.2% | +5.3% |
| 6M | +25.5% | -10.3% | +35.8% | +30.4% |
| YTD | -23.5% | -15.5% | -8.0% | -19.6% |
| 1Y | -16.6% | -15.0% | -1.6% | -12.6% |
| 3Y | -53.1% | +17.5% | -70.6% | -57.8% |
| 5Y | -41.4% | +30.5% | -72.0% | -50.4% |
| 10Y | +90.9% | +145.5% | -54.6% | +16.2% |
| All | +90.9% | +140.5% | -49.6% | +16.2% |
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