-13.4%
MLM vs ITOT
+12.4%
-25.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +0.3% |
| 7D | -3.8% | +0.2% | -4.1% | -3.9% |
| 30D | +11.0% | -3.0% | +14.0% | +14.1% |
| 3M | -3.1% | -2.7% | -0.3% | -0.7% |
| 6M | -9.8% | +2.6% | -12.4% | -12.3% |
| YTD | -14.4% | +11.5% | -25.8% | -23.9% |
| All | -13.4% | +12.4% | -25.8% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling