+35.5%
ITW vs MLM
+25.7%
+9.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +2.3% | -0.9% | +3.2% | +2.7% |
| 30D | +6.7% | +9.0% | -2.3% | +2.6% |
| 3M | -0.5% | -5.6% | +5.0% | +1.8% |
| 6M | +16.4% | -10.7% | +27.1% | +21.6% |
| YTD | +19.0% | -17.2% | +36.1% | +28.0% |
| 1Y | +20.2% | -14.2% | +34.4% | +27.2% |
| 3Y | +33.1% | +15.6% | +17.5% | +19.5% |
| All | +35.5% | +25.7% | +9.8% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling