+140.5%
MLM vs IAG
+384.2%
-243.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.1% | +3.8% | -1.0% |
| 7D | -2.0% | -2.1% | +0.1% | -1.9% |
| 30D | +9.5% | -6.2% | +15.7% | +9.8% |
| 3M | -4.7% | -5.1% | +0.4% | -4.6% |
| 6M | -10.7% | -10.0% | -0.7% | -10.6% |
| YTD | -16.6% | +3.9% | -20.5% | -17.5% |
| 1Y | -15.4% | +18.9% | -34.2% | -17.0% |
| 3Y | +15.9% | +651.8% | -635.8% | +0.1% |
| 5Y | +27.1% | +416.3% | -389.1% | +8.4% |
| All | +140.5% | +384.2% | -243.7% | +101.5% |
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