+18.5%
MLM vs IBB
+64.8%
-46.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.6% |
| 7D | -2.9% | +1.4% | -4.3% | -3.6% |
| 30D | -6.8% | +10.5% | -17.3% | -11.3% |
| 3M | -11.2% | +23.6% | -34.9% | -20.2% |
| 6M | -21.8% | +22.6% | -44.5% | -29.6% |
| YTD | -17.0% | +25.7% | -42.6% | -26.3% |
| 1Y | -16.4% | +51.4% | -67.7% | -32.8% |
| All | +18.5% | +64.8% | -46.3% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling