+1,284.0%
MLM vs ITOT
+851.4%
+432.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.3% |
| 7D | -4.1% | -2.7% | -1.5% | -1.2% |
| 30D | +8.2% | -5.2% | +13.3% | +14.4% |
| 3M | -3.6% | -4.4% | +0.8% | +1.1% |
| 6M | -15.6% | +0.4% | -16.0% | -16.2% |
| YTD | -16.4% | +8.8% | -25.2% | -24.0% |
| 1Y | -14.3% | +11.0% | -25.4% | -23.9% |
| 3Y | +19.3% | +74.4% | -55.1% | -36.7% |
| 5Y | +29.6% | +60.0% | -30.5% | -24.0% |
| 10Y | +189.9% | +296.0% | -106.1% | -39.7% |
| All | +1,284.0% | +851.4% | +432.5% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling