+19.2%
IWM vs MLM
+30.6%
-11.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.2% | +0.6% | -1.9% |
| 7D | -4.6% | -1.2% | -3.4% | -4.0% |
| 30D | -3.7% | +7.9% | -11.6% | -7.6% |
| 3M | -9.4% | -4.5% | -4.9% | -7.5% |
| 6M | -3.6% | -12.6% | +9.0% | +2.2% |
| YTD | +10.8% | -14.9% | +25.7% | +18.2% |
| 1Y | +11.9% | -13.1% | +24.9% | +17.8% |
| 3Y | +60.6% | +21.2% | +39.3% | +37.2% |
| 5Y | +19.2% | +32.0% | -12.8% | -7.1% |
| All | +19.2% | +30.6% | -11.4% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling