+20.0%
IWM vs MLM
+23.5%
-3.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.9% |
| 7D | -2.0% | -4.1% | +2.1% | +0.1% |
| 30D | -1.5% | +8.2% | -9.6% | -5.6% |
| 3M | -8.0% | -3.6% | -4.4% | -6.6% |
| 6M | -4.1% | -15.6% | +11.5% | +3.6% |
| YTD | +11.9% | -16.4% | +28.4% | +20.5% |
| 1Y | +15.0% | -14.3% | +29.4% | +22.0% |
| 3Y | +64.2% | +19.3% | +44.9% | +41.3% |
| All | +20.0% | +23.5% | -3.5% | -3.1% |
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