+145.5%
MLM vs IAG
+370.6%
-225.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.6% |
| 7D | -5.8% | +3.4% | -9.3% | -6.1% |
| 30D | +9.8% | -2.7% | +12.5% | +9.9% |
| 3M | -5.2% | -0.5% | -4.7% | -5.4% |
| 6M | -10.3% | -4.8% | -5.4% | -10.5% |
| YTD | -15.5% | +9.6% | -25.0% | -16.7% |
| 1Y | -15.0% | +32.2% | -47.2% | -17.3% |
| 3Y | +17.5% | +692.5% | -675.1% | +1.1% |
| 5Y | +30.5% | +447.6% | -417.0% | +10.9% |
| 10Y | +145.5% | +403.3% | -257.8% | +105.4% |
| All | +145.5% | +370.6% | -225.1% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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