+186.5%
MLM vs IBB
+152.0%
+34.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.0% | -0.1% | -2.5% |
| 7D | -1.2% | -3.6% | +2.4% | +0.7% |
| 30D | +7.9% | +3.4% | +4.5% | +5.9% |
| 3M | -4.5% | +9.5% | -14.0% | -9.5% |
| 6M | -12.6% | +23.3% | -35.9% | -22.6% |
| YTD | -14.9% | +24.5% | -39.4% | -25.3% |
| 1Y | -13.1% | +32.9% | -46.0% | -26.5% |
| 3Y | +21.2% | +76.6% | -55.3% | -13.8% |
| 5Y | +32.0% | +35.5% | -3.5% | +7.3% |
| All | +186.5% | +152.0% | +34.5% | +46.3% |
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