+185.8%
ITW vs MLM
+204.6%
-18.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.4% | +1.4% | -1.8% | -1.1% |
| 30D | -9.4% | -6.5% | -2.9% | -6.9% |
| 3M | +7.1% | -7.4% | +14.5% | +10.3% |
| 6M | -1.9% | -15.8% | +14.0% | +4.9% |
| YTD | +10.4% | -17.4% | +27.9% | +18.6% |
| 1Y | +3.3% | -17.9% | +21.2% | +11.0% |
| 3Y | +21.0% | +18.9% | +2.1% | +9.6% |
| 5Y | +36.3% | +43.4% | -7.1% | +11.9% |
| 10Y | +185.8% | +206.2% | -20.4% | +64.7% |
| All | +185.8% | +204.6% | -18.8% | +64.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling