+682.9%
MLM vs IOVA
-92.6%
+775.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -11.0% | +5.9% | -4.9% |
| 7D | -1.2% | -19.0% | +17.8% | -0.9% |
| 30D | +7.9% | -40.3% | +48.2% | +8.7% |
| 3M | -4.5% | +78.3% | -82.8% | -6.2% |
| 6M | -12.6% | +94.5% | -107.1% | -14.6% |
| YTD | -14.9% | +183.5% | -198.4% | -17.7% |
| 1Y | -13.1% | +327.6% | -340.7% | -16.8% |
| 3Y | +21.2% | +83.8% | -62.6% | +16.1% |
| 5Y | +32.0% | -69.0% | +101.0% | +28.8% |
| 10Y | +195.3% | +33.4% | +161.9% | +180.0% |
| All | +682.9% | -92.6% | +775.5% | +578.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling