+143.4%
MLM vs IOVA
+12.2%
+131.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | -2.9% | -8.5% | +5.6% | -2.4% |
| 30D | +10.4% | -44.7% | +55.2% | +13.2% |
| 3M | -3.7% | +26.2% | -30.0% | -6.6% |
| 6M | -10.3% | +123.2% | -133.5% | -17.0% |
| YTD | -14.8% | +196.0% | -210.8% | -23.6% |
| 1Y | -13.9% | +240.9% | -254.8% | -23.7% |
| 3Y | +18.4% | +103.5% | -85.2% | +1.1% |
| 5Y | +31.8% | -65.5% | +97.3% | +22.1% |
| 10Y | +143.4% | +7.0% | +136.4% | +104.0% |
| All | +143.4% | +12.2% | +131.2% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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