+362.3%
IGV vs MLM
+140.5%
+221.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | -1.3% | -5.8% | +4.5% | +0.8% |
| 30D | -8.1% | +9.8% | -18.0% | -11.3% |
| 3M | -1.6% | -5.2% | +3.6% | -0.2% |
| 6M | +12.7% | -10.3% | +23.0% | +15.8% |
| YTD | -3.3% | -15.5% | +12.2% | +0.7% |
| 1Y | -7.9% | -15.0% | +7.1% | -4.4% |
| 3Y | +40.3% | +17.5% | +22.9% | +28.1% |
| 5Y | +17.3% | +30.5% | -13.2% | +1.6% |
| 10Y | +362.3% | +145.5% | +216.8% | +210.4% |
| All | +362.3% | +140.5% | +221.7% | +210.4% |
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 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