+20.7%
ITW vs MLM
-14.6%
+35.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -1.6% | -5.8% | +4.2% | +0.9% |
| 30D | +8.9% | +9.8% | -0.9% | +4.8% |
| 3M | -0.9% | -5.2% | +4.3% | +1.4% |
| 6M | +16.0% | -10.3% | +26.3% | +21.3% |
| YTD | +19.4% | -15.5% | +34.9% | +24.5% |
| 1Y | +20.7% | -15.0% | +35.7% | +25.2% |
| All | +20.7% | -14.6% | +35.3% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling