+71.5%
IWM vs MLM
+18.2%
+53.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.7% |
| 6M | -0.8% | -10.3% | +9.5% | +3.4% |
| YTD | +14.8% | -14.8% | +29.6% | +21.5% |
| 1Y | +16.1% | -13.9% | +30.0% | +22.2% |
| 3Y | +71.5% | +18.4% | +53.2% | +40.7% |
| All | +71.5% | +18.2% | +53.3% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling