+4,571.6%
ITW vs MLM
+2,961.7%
+1,609.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -3.6% | -2.9% | -0.7% | -2.6% |
| 30D | -9.1% | -6.8% | -2.3% | -6.9% |
| 3M | +8.2% | -11.2% | +19.5% | +12.7% |
| 6M | -4.8% | -21.8% | +17.1% | +3.7% |
| YTD | +11.0% | -17.0% | +28.0% | +18.0% |
| 1Y | +4.2% | -16.4% | +20.6% | +10.3% |
| 3Y | +17.3% | +14.5% | +2.8% | +9.5% |
| 5Y | +33.0% | +41.7% | -8.7% | +13.6% |
| 10Y | +182.3% | +200.0% | -17.7% | +75.1% |
| All | +4,571.6% | +2,961.7% | +1,609.8% | +1,220.5% |
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