+138.8%
MLM vs IBN
+385.6%
-246.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -0.9% | +1.9% | -2.7% | -1.5% |
| 30D | +9.0% | +22.1% | -13.1% | +1.6% |
| 3M | -5.6% | +17.1% | -22.7% | -10.8% |
| 6M | -10.7% | +35.5% | -46.2% | -19.8% |
| YTD | -17.2% | +16.8% | -34.0% | -21.9% |
| 1Y | -14.2% | +12.4% | -26.6% | -18.1% |
| 3Y | +15.6% | +58.0% | -42.4% | -3.7% |
| 5Y | +26.2% | +73.7% | -47.5% | +1.2% |
| All | +138.8% | +385.6% | -246.8% | +38.8% |
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