+43.5%
MLM vs IAG
+764.1%
-720.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.3% |
| 7D | -2.9% | -0.5% | -2.4% | -2.9% |
| 30D | -6.8% | +28.9% | -35.7% | -8.7% |
| 3M | -11.2% | +19.1% | -30.4% | -12.7% |
| 6M | -21.8% | -10.3% | -11.6% | -21.9% |
| YTD | -17.0% | +24.2% | -41.2% | -18.9% |
| 1Y | -16.4% | +116.5% | -132.9% | -21.6% |
| 3Y | +14.5% | +742.8% | -728.3% | -4.3% |
| All | +43.5% | +764.1% | -720.6% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling