+140.5%
MLM vs ITOT
+289.0%
-148.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | -2.0% | +3.3% | -5.3% | -5.1% |
| 30D | +9.5% | -2.5% | +12.0% | +12.1% |
| 3M | -4.7% | -2.3% | -2.4% | -2.6% |
| 6M | -10.7% | +3.0% | -13.8% | -13.6% |
| YTD | -16.6% | +11.9% | -28.5% | -25.7% |
| 1Y | -15.4% | +12.0% | -27.4% | -24.7% |
| 3Y | +15.9% | +77.8% | -61.8% | -36.5% |
| 5Y | +27.1% | +65.0% | -37.9% | -24.4% |
| All | +140.5% | +289.0% | -148.5% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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