+88.2%
IEMG vs MLM
+20.2%
+68.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.4% |
| 7D | +2.2% | -2.9% | +5.1% | +3.0% |
| 30D | +4.6% | -6.8% | +11.4% | +6.4% |
| 3M | +0.4% | -11.2% | +11.6% | +3.1% |
| 6M | +16.4% | -21.8% | +38.2% | +23.0% |
| YTD | +25.4% | -17.0% | +42.4% | +30.2% |
| 1Y | +38.3% | -16.4% | +54.6% | +43.0% |
| All | +88.2% | +20.2% | +68.0% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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