+19.7%
MLM vs IBN
+56.2%
-36.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.0% |
| 7D | -3.8% | +14.6% | -18.5% | -7.4% |
| 30D | +11.0% | +23.5% | -12.5% | +4.7% |
| 3M | -3.1% | +14.0% | -17.0% | -6.6% |
| 6M | -9.8% | +31.1% | -40.9% | -16.2% |
| YTD | -14.4% | +16.6% | -30.9% | -18.9% |
| 1Y | -12.6% | +14.9% | -27.5% | -17.0% |
| 3Y | +19.7% | +56.9% | -37.1% | +9.5% |
| All | +19.7% | +56.2% | -36.4% | +9.5% |
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