+973.2%
IGV vs MLM
+1,413.3%
-440.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.4% | -2.7% |
| 7D | -4.5% | -2.9% | -1.6% | -3.5% |
| 30D | +3.2% | -6.8% | +10.0% | +5.9% |
| 3M | +4.5% | -11.2% | +15.8% | +8.5% |
| 6M | +22.1% | -21.8% | +44.0% | +32.2% |
| YTD | -1.0% | -17.0% | +15.9% | +4.3% |
| 1Y | -2.1% | -16.4% | +14.3% | +2.7% |
| 3Y | +44.6% | +14.5% | +30.1% | +33.3% |
| 5Y | +22.2% | +41.7% | -19.6% | +3.6% |
| 10Y | +364.7% | +200.0% | +164.7% | +172.3% |
| All | +973.2% | +1,413.3% | -440.1% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling