+155.4%
IWM vs MLM
+149.0%
+6.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +0.3% | -2.9% | +3.1% | +1.7% |
| 30D | +0.6% | +10.4% | -9.8% | -4.1% |
| 3M | -6.2% | -3.7% | -2.5% | -4.9% |
| 6M | -0.8% | -10.3% | +9.5% | +3.2% |
| YTD | +14.8% | -14.8% | +29.6% | +21.6% |
| 1Y | +16.1% | -13.9% | +30.0% | +22.4% |
| 3Y | +71.5% | +18.4% | +53.2% | +54.3% |
| 5Y | +25.8% | +31.8% | -6.1% | +5.6% |
| 10Y | +155.4% | +143.4% | +12.0% | +52.9% |
| All | +155.4% | +149.0% | +6.4% | +52.9% |
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 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