+153.5%
MLM vs ITOT
+298.5%
-145.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | 0.0% |
| 7D | -3.8% | +0.2% | -4.1% | -4.0% |
| 30D | +11.0% | -3.0% | +14.0% | +14.4% |
| 3M | -3.1% | -2.7% | -0.3% | -0.4% |
| 6M | -9.8% | +2.6% | -12.4% | -12.3% |
| YTD | -14.4% | +11.5% | -25.8% | -23.4% |
| 1Y | -12.6% | +13.5% | -26.1% | -23.2% |
| 3Y | +19.7% | +79.7% | -60.0% | -35.1% |
| 5Y | +29.8% | +64.2% | -34.5% | -22.5% |
| 10Y | +153.5% | +290.2% | -136.7% | -47.4% |
| All | +153.5% | +298.5% | -145.0% | -47.4% |
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