+31.8%
MLM vs IAG
+495.5%
-463.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.1% | 0.0% |
| 7D | -2.9% | +16.8% | -19.7% | -4.1% |
| 30D | +10.4% | -1.5% | +11.9% | +10.4% |
| 3M | -3.7% | +0.5% | -4.2% | -4.0% |
| 6M | -10.3% | -1.0% | -9.3% | -10.8% |
| YTD | -14.8% | +12.3% | -27.1% | -16.4% |
| 1Y | -13.9% | +39.2% | -53.1% | -16.7% |
| 3Y | +18.4% | +712.3% | -693.9% | -1.0% |
| 5Y | +31.8% | +484.2% | -452.4% | +4.2% |
| All | +31.8% | +495.5% | -463.7% | +4.2% |
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