+19.3%
MLM vs IBN
+51.2%
-31.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -2.9% |
| 7D | -4.1% | +15.1% | -19.2% | -7.8% |
| 30D | +8.2% | +21.6% | -13.5% | +2.5% |
| 3M | -3.6% | +11.2% | -14.8% | -6.5% |
| 6M | -15.6% | +27.8% | -43.3% | -21.0% |
| YTD | -16.4% | +14.7% | -31.1% | -20.5% |
| 1Y | -14.3% | +14.4% | -28.8% | -18.5% |
| 3Y | +19.3% | +52.1% | -32.8% | +10.0% |
| All | +19.3% | +51.2% | -31.9% | +10.0% |
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