-46.8%
IT vs MLM
+15.1%
-61.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.8% | -5.0% |
| 7D | -6.0% | -2.9% | -3.1% | -5.2% |
| 30D | 0.0% | -6.8% | +6.8% | +2.1% |
| 3M | +13.1% | -11.2% | +24.3% | +16.7% |
| 6M | +11.7% | -21.8% | +33.5% | +19.8% |
| YTD | -26.1% | -17.0% | -9.1% | -23.3% |
| 1Y | -21.3% | -16.4% | -4.9% | -18.7% |
| All | -46.8% | +15.1% | -61.9% | -51.1% |
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