+169.2%
IWM vs MLM
+199.9%
-30.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.2% |
| 7D | +0.1% | -2.9% | +3.0% | +1.4% |
| 30D | -1.3% | -6.8% | +5.6% | +1.9% |
| 3M | +1.6% | -11.2% | +12.8% | +6.5% |
| 6M | +13.6% | -21.8% | +35.4% | +26.1% |
| YTD | +20.8% | -17.0% | +37.7% | +29.7% |
| 1Y | +26.4% | -16.4% | +42.8% | +35.1% |
| 3Y | +60.7% | +14.5% | +46.2% | +46.9% |
| 5Y | +38.2% | +41.7% | -3.6% | +12.9% |
| All | +169.2% | +199.9% | -30.7% | +53.8% |
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