+1,274.9%
MLM vs ITOT
+896.7%
+378.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.5% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -6.8% | 0.0% | -6.8% | -6.8% |
| 3M | -11.2% | +2.0% | -13.2% | -13.3% |
| 6M | -21.8% | +13.0% | -34.9% | -31.8% |
| YTD | -17.0% | +14.0% | -30.9% | -28.2% |
| 1Y | -16.4% | +19.9% | -36.3% | -31.7% |
| 3Y | +14.5% | +75.8% | -61.3% | -39.5% |
| 5Y | +41.7% | +73.8% | -32.1% | -24.0% |
| 10Y | +200.0% | +295.9% | -95.9% | -37.4% |
| All | +1,274.9% | +896.7% | +378.2% | +9.5% |
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 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