+181.2%
MLM vs IBN
+367.6%
-186.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -3.3% |
| 7D | -4.1% | +15.1% | -19.2% | -8.9% |
| 30D | +8.2% | +21.6% | -13.5% | +0.9% |
| 3M | -3.6% | +11.2% | -14.8% | -7.3% |
| 6M | -15.6% | +27.8% | -43.3% | -22.7% |
| YTD | -16.4% | +14.7% | -31.1% | -20.8% |
| 1Y | -14.3% | +14.4% | -28.8% | -18.8% |
| 3Y | +19.3% | +52.1% | -32.8% | +0.6% |
| 5Y | +29.6% | +70.7% | -41.1% | +4.4% |
| All | +181.2% | +367.6% | -186.4% | +67.3% |
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