-16.4%
MLM vs VEU
+28.8%
-45.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | -2.9% | +1.1% | -4.1% | -3.6% |
| 30D | -6.8% | +2.2% | -9.0% | -8.1% |
| 3M | -11.2% | +3.0% | -14.2% | -12.9% |
| 6M | -21.8% | +10.9% | -32.7% | -27.8% |
| YTD | -17.0% | +18.2% | -35.2% | -27.0% |
| 1Y | -16.4% | +28.3% | -44.6% | -31.3% |
| All | -16.4% | +28.8% | -45.2% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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