+12.1%
IWD vs MLM
-12.5%
+24.7%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.2% | +2.6% | -1.6% |
| 7D | -0.9% | -1.2% | +0.3% | -0.6% |
| 30D | +2.6% | +7.9% | -5.3% | +1.3% |
| 3M | +1.2% | -4.5% | +5.7% | +2.1% |
| 6M | +12.1% | -12.6% | +24.8% | +14.5% |
| All | +12.1% | -12.5% | +24.7% | +14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling