+153.5%
MLM vs IBN
+368.7%
-215.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.9% |
| 7D | -3.8% | +14.6% | -18.5% | -8.4% |
| 30D | +11.0% | +23.5% | -12.5% | +3.0% |
| 3M | -3.1% | +14.0% | -17.0% | -7.6% |
| 6M | -9.8% | +31.1% | -40.9% | -18.1% |
| YTD | -14.4% | +16.6% | -30.9% | -19.2% |
| 1Y | -12.6% | +14.9% | -27.5% | -17.1% |
| 3Y | +19.7% | +56.9% | -37.1% | 0.0% |
| 5Y | +29.8% | +69.7% | -39.9% | +4.9% |
| 10Y | +153.5% | +365.4% | -211.9% | +51.2% |
| All | +153.5% | +368.7% | -215.1% | +51.2% |
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