+68.5%
IEMG vs MLM
+15.7%
+52.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +2.7% | -0.9% | +3.6% | +2.9% |
| 30D | -5.7% | +9.0% | -14.7% | -7.8% |
| 3M | -8.8% | -5.6% | -3.2% | -7.5% |
| 6M | -8.9% | -10.7% | +1.8% | -6.7% |
| YTD | +11.2% | -17.2% | +28.4% | +15.5% |
| 1Y | +12.2% | -14.2% | +26.4% | +15.5% |
| 3Y | +68.5% | +15.6% | +52.9% | +58.4% |
| All | +68.5% | +15.7% | +52.9% | +58.4% |
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