+138.8%
MLM vs IAG
+389.3%
-250.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -0.9% | -7.7% | +6.8% | -0.4% |
| 30D | +9.0% | +1.6% | +7.4% | +8.8% |
| 3M | -5.6% | -2.4% | -3.1% | -5.6% |
| 6M | -10.7% | -7.8% | -2.9% | -10.7% |
| YTD | -17.2% | +5.0% | -22.2% | -18.2% |
| 1Y | -14.2% | +25.7% | -39.9% | -16.2% |
| 3Y | +15.6% | +694.5% | -678.9% | -0.5% |
| 5Y | +26.2% | +421.7% | -395.5% | +7.5% |
| All | +138.8% | +389.3% | -250.5% | +99.9% |
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