+1,871.9%
MLM vs IAG
+377.5%
+1,494.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.9% |
| 3M | -11.2% | +19.1% | -30.4% | -12.9% |
| 6M | -21.8% | -10.3% | -11.6% | -21.7% |
| YTD | -17.0% | +24.2% | -41.2% | -19.3% |
| 1Y | -16.4% | +116.5% | -132.9% | -22.7% |
| 3Y | +14.5% | +742.8% | -728.3% | -8.0% |
| 5Y | +41.7% | +753.3% | -711.6% | +10.0% |
| 10Y | +200.0% | +403.2% | -203.2% | +127.4% |
| All | +1,871.9% | +377.5% | +1,494.4% | +1,259.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling