+161.6%
IWM vs MLM
+185.4%
-23.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.8% |
| 7D | -2.0% | -4.1% | +2.1% | -0.1% |
| 30D | -1.5% | +8.2% | -9.6% | -5.1% |
| 3M | -8.0% | -3.6% | -4.4% | -6.8% |
| 6M | -4.1% | -15.6% | +11.5% | +2.6% |
| YTD | +11.9% | -16.4% | +28.4% | +19.6% |
| 1Y | +15.0% | -14.3% | +29.4% | +21.5% |
| 3Y | +64.2% | +19.3% | +44.9% | +47.3% |
| 5Y | +20.4% | +29.6% | -9.2% | +2.1% |
| All | +161.6% | +185.4% | -23.8% | +53.7% |
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