-42.4%
IT vs MLM
+25.7%
-68.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | +1.1% | -0.9% | +2.0% | +1.5% |
| 30D | -1.8% | +9.0% | -10.9% | -5.3% |
| 3M | +4.8% | -5.6% | +10.4% | +7.6% |
| 6M | +33.0% | -10.7% | +43.7% | +38.9% |
| YTD | -23.8% | -17.2% | -6.7% | -19.0% |
| 1Y | -16.5% | -14.2% | -2.3% | -12.9% |
| 3Y | -53.6% | +15.6% | -69.3% | -60.1% |
| All | -42.4% | +25.7% | -68.1% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling