+1,502.7%
MLM vs IBB
+560.8%
+941.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.6% |
| 7D | -2.9% | +1.4% | -4.3% | -3.7% |
| 30D | -6.8% | +10.5% | -17.3% | -11.9% |
| 3M | -11.2% | +23.6% | -34.9% | -21.1% |
| 6M | -21.8% | +22.6% | -44.5% | -30.3% |
| YTD | -17.0% | +25.7% | -42.6% | -27.2% |
| 1Y | -16.4% | +51.4% | -67.7% | -33.8% |
| 3Y | +14.5% | +64.4% | -49.9% | -14.3% |
| 5Y | +41.7% | +22.1% | +19.6% | +23.1% |
| 10Y | +200.0% | +132.5% | +67.6% | +76.8% |
| All | +1,502.7% | +560.8% | +941.9% | +339.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling