+199.9%
ITW vs MLM
+167.5%
+32.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.0% |
| 7D | -1.1% | -3.8% | +2.7% | +0.5% |
| 30D | +8.6% | +11.0% | -2.4% | +3.8% |
| 3M | -2.7% | -3.1% | +0.3% | -1.7% |
| 6M | +14.0% | -9.8% | +23.8% | +18.3% |
| YTD | +18.6% | -14.4% | +33.0% | +25.4% |
| 1Y | +19.8% | -12.6% | +32.3% | +25.4% |
| 3Y | +34.8% | +19.7% | +15.1% | +21.7% |
| 5Y | +37.5% | +29.8% | +7.7% | +17.3% |
| 10Y | +199.9% | +153.5% | +46.4% | +79.9% |
| All | +199.9% | +167.5% | +32.4% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling