+143.5%
IWM vs MLM
+138.2%
+5.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +1.4% | -0.9% | +2.3% | +1.8% |
| 30D | +2.3% | +9.0% | -6.7% | -1.9% |
| 3M | -8.3% | -5.6% | -2.7% | -6.1% |
| 6M | -1.3% | -10.7% | +9.4% | +2.8% |
| YTD | +13.5% | -17.2% | +30.7% | +21.9% |
| 1Y | +18.4% | -14.2% | +32.6% | +25.0% |
| 3Y | +69.6% | +15.6% | +54.0% | +54.2% |
| 5Y | +23.3% | +26.2% | -3.0% | +5.6% |
| All | +143.5% | +138.2% | +5.3% | +47.4% |
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