+754.2%
IWD vs MLM
+1,398.0%
-643.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.8% |
| 7D | +2.5% | +9.1% | -6.6% | -0.6% |
| 30D | +6.0% | +14.6% | -8.7% | +0.8% |
| 3M | +3.8% | +0.3% | +3.5% | +3.4% |
| 6M | +16.3% | -7.5% | +23.8% | +18.6% |
| YTD | +27.5% | -10.2% | +37.7% | +30.7% |
| 1Y | +32.8% | -10.5% | +43.3% | +36.3% |
| 3Y | +84.3% | +27.8% | +56.5% | +64.4% |
| 5Y | +75.7% | +38.9% | +36.8% | +49.4% |
| 10Y | +220.9% | +211.4% | +9.5% | +91.4% |
| All | +754.2% | +1,398.0% | -643.8% | +136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling