+138.8%
MLM vs VEU
+149.9%
-11.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -0.9% | +2.1% | -3.0% | -2.9% |
| 30D | +9.0% | -0.9% | +9.9% | +10.0% |
| 3M | -5.6% | -5.4% | -0.2% | -0.5% |
| 6M | -10.7% | -1.8% | -8.9% | -9.6% |
| YTD | -17.2% | +10.9% | -28.1% | -25.9% |
| 1Y | -14.2% | +13.6% | -27.8% | -25.0% |
| 3Y | +15.6% | +69.3% | -53.6% | -33.4% |
| 5Y | +26.2% | +48.1% | -21.9% | -16.3% |
| All | +138.8% | +149.9% | -11.1% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling