+21.5%
MLM vs IAG
+573.1%
-551.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.3% | -5.2% |
| 7D | -1.2% | +4.5% | -5.8% | -1.6% |
| 30D | +7.9% | -5.7% | +13.6% | +8.3% |
| 3M | -4.5% | +10.1% | -14.6% | -5.5% |
| 6M | -12.6% | +7.3% | -19.9% | -13.6% |
| YTD | -14.9% | +6.1% | -21.0% | -15.9% |
| 1Y | -13.1% | +46.8% | -59.9% | -15.7% |
| All | +21.5% | +573.1% | -551.5% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling