+21.5%
MLM vs IBN
+45.2%
-23.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.1% | -9.2% | -6.2% |
| 7D | -1.2% | +11.7% | -12.9% | -4.3% |
| 30D | +7.9% | +16.1% | -8.2% | +3.5% |
| 3M | -4.5% | +7.0% | -11.5% | -6.4% |
| 6M | -12.6% | +26.1% | -38.7% | -17.9% |
| YTD | -14.9% | +10.1% | -24.9% | -18.1% |
| 1Y | -13.1% | +8.0% | -21.1% | -16.1% |
| All | +21.5% | +45.2% | -23.6% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling