+73.2%
IWD vs MLM
+25.7%
+47.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +35.4% |
| 3Y | +84.9% | +15.6% | +69.2% | +67.0% |
| All | +73.2% | +25.7% | +47.5% | +45.4% |
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 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