+25.7%
MLM vs IBB
+37.5%
-11.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.3% |
| 6M | -15.6% | +22.9% | -38.4% | -25.4% |
| YTD | -16.4% | +26.7% | -43.1% | -27.7% |
| 1Y | -14.3% | +35.1% | -49.5% | -28.7% |
| 3Y | +19.3% | +80.2% | -60.9% | -18.3% |
| All | +25.7% | +37.5% | -11.8% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling