+197.5%
IWD vs MLM
+199.9%
-2.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -0.3% | -2.9% | +2.6% | +0.7% |
| 30D | +0.6% | -6.8% | +7.4% | +3.0% |
| 3M | +7.2% | -11.2% | +18.5% | +11.2% |
| 6M | +16.2% | -21.8% | +38.0% | +25.8% |
| YTD | +23.3% | -17.0% | +40.3% | +30.2% |
| 1Y | +29.6% | -16.4% | +45.9% | +36.2% |
| 3Y | +70.5% | +14.5% | +56.0% | +57.5% |
| 5Y | +73.5% | +41.7% | +31.7% | +45.6% |
| All | +197.5% | +199.9% | -2.4% | +86.1% |
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