+733.6%
IWM vs MLM
+1,320.7%
-587.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.2% | +0.6% | -2.3% |
| 7D | -4.6% | -1.2% | -3.4% | -4.1% |
| 30D | -3.7% | +7.9% | -11.6% | -7.0% |
| 3M | -9.4% | -4.5% | -4.9% | -7.8% |
| 6M | -3.6% | -12.6% | +9.0% | +1.3% |
| YTD | +10.8% | -14.9% | +25.7% | +17.2% |
| 1Y | +11.9% | -13.1% | +24.9% | +17.2% |
| 3Y | +60.6% | +21.2% | +39.3% | +44.0% |
| 5Y | +19.2% | +32.0% | -12.8% | +1.6% |
| 10Y | +165.3% | +195.3% | -30.0% | +47.9% |
| All | +733.6% | +1,320.7% | -587.1% | +95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling