+19.3%
MLM vs IBB
+78.6%
-59.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -2.6% |
| 7D | -4.1% | -1.8% | -2.3% | -3.3% |
| 30D | +8.2% | +5.1% | +3.1% | +5.8% |
| 3M | -3.6% | +10.7% | -14.3% | -8.2% |
| 6M | -15.6% | +22.9% | -38.4% | -23.7% |
| YTD | -16.4% | +26.7% | -43.1% | -25.8% |
| 1Y | -14.3% | +35.1% | -49.5% | -26.3% |
| 3Y | +19.3% | +80.2% | -60.9% | -8.8% |
| All | +19.3% | +78.6% | -59.3% | -8.8% |
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