+1,464.9%
MLM vs IBN
+1,532.9%
-68.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.3% |
| 7D | -2.9% | +1.4% | -4.3% | -3.2% |
| 30D | -6.8% | -0.3% | -6.5% | -6.8% |
| 3M | -11.2% | +17.1% | -28.3% | -14.5% |
| 6M | -21.8% | +3.4% | -25.2% | -22.5% |
| YTD | -17.0% | +2.5% | -19.5% | -17.6% |
| 1Y | -16.4% | -4.2% | -12.2% | -15.8% |
| 3Y | +14.5% | +32.4% | -17.9% | +6.1% |
| 5Y | +41.7% | +59.2% | -17.4% | +25.7% |
| 10Y | +200.0% | +345.7% | -145.6% | +102.9% |
| All | +1,464.9% | +1,532.9% | -68.0% | +680.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling