+201.7%
IWD vs MLM
+138.2%
+63.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +2.3% | -0.9% | +3.2% | +2.6% |
| 30D | +3.6% | +9.0% | -5.4% | +0.3% |
| 3M | +2.2% | -5.6% | +7.7% | +4.0% |
| 6M | +13.0% | -10.7% | +23.6% | +16.6% |
| YTD | +26.5% | -17.2% | +43.7% | +33.5% |
| 1Y | +30.1% | -14.2% | +44.4% | +35.5% |
| 3Y | +84.9% | +15.6% | +69.2% | +70.0% |
| 5Y | +73.4% | +26.2% | +47.1% | +51.1% |
| All | +201.7% | +138.2% | +63.5% | +95.4% |
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