-40.2%
IT vs MLM
+41.9%
-82.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.8% | -5.1% |
| 7D | -6.0% | -2.9% | -3.1% | -4.9% |
| 30D | 0.0% | -6.8% | +6.8% | +3.1% |
| 3M | +13.1% | -11.2% | +24.3% | +18.6% |
| 6M | +11.7% | -21.8% | +33.5% | +23.3% |
| YTD | -26.1% | -17.0% | -9.1% | -21.6% |
| 1Y | -21.3% | -16.4% | -4.9% | -17.0% |
| 3Y | -46.7% | +14.5% | -61.2% | -53.8% |
| All | -40.2% | +41.9% | -82.1% | -52.7% |
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