+181.2%
MLM vs IBB
+156.3%
+24.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -2.8% |
| 7D | -4.1% | -1.8% | -2.3% | -3.2% |
| 30D | +8.2% | +5.1% | +3.1% | +5.2% |
| 3M | -3.6% | +10.7% | -14.3% | -9.2% |
| 6M | -15.6% | +22.9% | -38.4% | -25.1% |
| YTD | -16.4% | +26.7% | -43.1% | -27.4% |
| 1Y | -14.3% | +35.1% | -49.5% | -28.2% |
| 3Y | +19.3% | +80.2% | -60.9% | -16.1% |
| 5Y | +29.6% | +37.8% | -8.3% | +4.4% |
| All | +181.2% | +156.3% | +24.9% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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