+145.5%
MLM vs IBN
+389.8%
-244.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -5.8% | +11.1% | -17.0% | -9.4% |
| 30D | +9.8% | +23.9% | -14.0% | +1.8% |
| 3M | -5.2% | +16.3% | -21.5% | -10.2% |
| 6M | -10.3% | +34.2% | -44.5% | -19.2% |
| YTD | -15.5% | +17.6% | -33.0% | -20.5% |
| 1Y | -15.0% | +13.8% | -28.9% | -19.2% |
| 3Y | +17.5% | +57.0% | -39.6% | -1.9% |
| 5Y | +30.5% | +75.3% | -44.8% | +4.4% |
| 10Y | +145.5% | +388.7% | -243.1% | +44.1% |
| All | +145.5% | +389.8% | -244.3% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling