-17.9%
MLM vs ITOT
+19.2%
-37.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.1% |
| 7D | +1.4% | +0.7% | +0.7% | +0.8% |
| 30D | -6.5% | -1.1% | -5.4% | -5.6% |
| 3M | -7.4% | +3.9% | -11.3% | -10.3% |
| 6M | -15.8% | +14.7% | -30.6% | -25.9% |
| YTD | -17.4% | +13.3% | -30.8% | -26.4% |
| 1Y | -17.9% | +19.1% | -37.0% | -31.3% |
| All | -17.9% | +19.2% | -37.1% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling