+21.5%
MLM vs IBB
+75.6%
-54.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.0% | -0.1% | -2.9% |
| 7D | -1.2% | -3.6% | +2.4% | +0.4% |
| 30D | +7.9% | +3.4% | +4.5% | +6.3% |
| 3M | -4.5% | +9.5% | -14.0% | -8.6% |
| 6M | -12.6% | +23.3% | -35.9% | -21.2% |
| YTD | -14.9% | +24.5% | -39.4% | -23.9% |
| 1Y | -13.1% | +32.9% | -46.0% | -24.7% |
| All | +21.5% | +75.6% | -54.0% | -6.3% |
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 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