+72.9%
IWD vs MLM
+27.9%
+44.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.1% |
| 7D | +1.3% | -3.8% | +5.1% | +2.6% |
| 30D | +3.6% | +11.0% | -7.4% | -0.3% |
| 3M | +2.3% | -3.1% | +5.4% | +3.2% |
| 6M | +13.0% | -9.8% | +22.8% | +16.4% |
| YTD | +26.2% | -14.4% | +40.5% | +31.6% |
| 1Y | +30.5% | -12.6% | +43.0% | +34.9% |
| 3Y | +86.2% | +19.7% | +66.5% | +66.2% |
| 5Y | +72.9% | +29.8% | +43.1% | +43.9% |
| All | +72.9% | +27.9% | +44.9% | +43.9% |
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