-43.1%
IT vs MLM
+23.5%
-66.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.2% |
| 7D | -16.9% | -4.1% | -12.8% | -15.1% |
| 30D | +2.3% | +8.2% | -5.8% | -0.9% |
| 3M | +2.9% | -3.6% | +6.4% | +4.6% |
| 6M | +25.9% | -15.6% | +41.4% | +34.9% |
| YTD | -24.6% | -16.4% | -8.2% | -20.2% |
| 1Y | -16.0% | -14.3% | -1.7% | -12.3% |
| 3Y | -51.6% | +19.3% | -70.9% | -59.1% |
| All | -43.1% | +23.5% | -66.6% | -51.5% |
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