+3,736.4%
IT vs MLM
+2,961.7%
+774.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.8% | -5.0% |
| 7D | -6.0% | -2.9% | -3.1% | -5.1% |
| 30D | 0.0% | -6.8% | +6.8% | +2.5% |
| 3M | +13.1% | -11.2% | +24.3% | +17.7% |
| 6M | +11.7% | -21.8% | +33.5% | +21.0% |
| YTD | -26.1% | -17.0% | -9.1% | -22.2% |
| 1Y | -21.3% | -16.4% | -4.9% | -17.4% |
| 3Y | -46.7% | +14.5% | -61.2% | -50.8% |
| 5Y | -40.5% | +41.7% | -82.3% | -49.5% |
| 10Y | +103.9% | +200.0% | -96.1% | +24.6% |
| All | +3,736.4% | +2,961.7% | +774.6% | +970.0% |
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