+3,976.1%
IT vs MLM
+3,039.4%
+936.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.2% | +0.8% | -2.5% |
| 7D | -12.0% | -1.2% | -10.8% | -11.5% |
| 30D | +7.1% | +7.9% | -0.8% | +4.3% |
| 3M | +6.3% | -4.5% | +10.7% | +8.0% |
| 6M | +32.5% | -12.6% | +45.1% | +38.4% |
| YTD | -21.5% | -14.9% | -6.6% | -18.0% |
| 1Y | -16.5% | -13.1% | -3.4% | -13.5% |
| 3Y | -48.8% | +21.2% | -70.0% | -53.5% |
| 5Y | -40.2% | +32.0% | -72.2% | -47.8% |
| 10Y | +112.1% | +195.3% | -83.2% | +30.7% |
| All | +3,976.1% | +3,039.4% | +936.7% | +1,027.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling