-49.5%
IT vs MLM
+20.9%
-70.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.2% | +0.8% | -2.6% |
| 7D | -12.0% | -1.2% | -10.8% | -11.5% |
| 30D | +7.1% | +7.9% | -0.8% | +4.7% |
| 3M | +6.3% | -4.5% | +10.7% | +7.8% |
| 6M | +32.5% | -12.6% | +45.1% | +37.5% |
| YTD | -21.5% | -14.9% | -6.6% | -19.1% |
| 1Y | -16.5% | -13.1% | -3.4% | -14.9% |
| All | -49.5% | +20.9% | -70.5% | -57.1% |
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 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