+4,925.6%
ITW vs MLM
+3,017.4%
+1,908.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -1.6% | -5.8% | +4.2% | +0.5% |
| 30D | +8.9% | +9.8% | -0.9% | +5.2% |
| 3M | -0.9% | -5.2% | +4.3% | +0.9% |
| 6M | +16.0% | -10.3% | +26.3% | +20.0% |
| YTD | +19.4% | -15.5% | +34.9% | +26.0% |
| 1Y | +20.7% | -15.0% | +35.7% | +27.0% |
| 3Y | +33.4% | +17.5% | +16.0% | +23.5% |
| 5Y | +39.1% | +30.5% | +8.5% | +22.4% |
| 10Y | +195.3% | +145.5% | +49.7% | +96.4% |
| All | +4,925.6% | +3,017.4% | +1,908.2% | +1,309.8% |
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