+916.1%
IGV vs MLM
+1,451.7%
-535.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.2% | +0.8% | -2.5% |
| 7D | -8.3% | -1.2% | -7.1% | -7.9% |
| 30D | -10.9% | +7.9% | -18.9% | -13.7% |
| 3M | -2.3% | -4.5% | +2.2% | -1.1% |
| 6M | +12.2% | -12.6% | +24.8% | +16.5% |
| YTD | -6.3% | -14.9% | +8.6% | -2.5% |
| 1Y | -11.4% | -13.1% | +1.7% | -8.6% |
| 3Y | +41.5% | +21.2% | +20.3% | +27.6% |
| 5Y | +12.8% | +32.0% | -19.2% | -2.0% |
| 10Y | +354.7% | +195.3% | +159.3% | +167.7% |
| All | +916.1% | +1,451.7% | -535.6% | +111.9% |
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