+206.2%
MLM vs ITOT
+292.7%
-86.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | 0.0% |
| 7D | +1.4% | +0.7% | +0.7% | +0.7% |
| 30D | -6.5% | -1.1% | -5.4% | -5.5% |
| 3M | -7.4% | +3.9% | -11.3% | -11.0% |
| 6M | -15.8% | +14.7% | -30.6% | -26.8% |
| YTD | -17.4% | +13.3% | -30.8% | -27.3% |
| 1Y | -17.9% | +19.1% | -37.0% | -31.4% |
| 3Y | +18.9% | +77.3% | -58.5% | -34.6% |
| 5Y | +43.4% | +74.1% | -30.6% | -19.2% |
| 10Y | +206.2% | +293.1% | -86.9% | -33.6% |
| All | +206.2% | +292.7% | -86.6% | -33.6% |
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