-21.8%
MLM vs IBN
+3.3%
-25.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.6% |
| 7D | -2.9% | +1.4% | -4.3% | -3.8% |
| 30D | -6.8% | -0.3% | -6.5% | -6.6% |
| 3M | -11.2% | +17.1% | -28.3% | -20.7% |
| 6M | -21.8% | +3.4% | -25.2% | -23.4% |
| All | -21.8% | +3.3% | -25.1% | -23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling