+357.1%
IGV vs MLM
+149.0%
+208.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -2.3% | -2.9% | +0.6% | -1.3% |
| 30D | -11.0% | +10.4% | -21.4% | -14.2% |
| 3M | -4.5% | -3.7% | -0.7% | -3.6% |
| 6M | +10.1% | -10.3% | +20.3% | +13.1% |
| YTD | -5.1% | -14.8% | +9.8% | -1.4% |
| 1Y | -10.2% | -13.9% | +3.7% | -7.2% |
| 3Y | +37.7% | +18.4% | +19.4% | +25.4% |
| 5Y | +15.7% | +31.8% | -16.1% | -0.1% |
| 10Y | +357.1% | +143.4% | +213.7% | +206.0% |
| All | +357.1% | +149.0% | +208.1% | +206.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling