+27.1%
MLM vs VEU
+48.7%
-21.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.5% |
| 7D | -2.0% | +2.4% | -4.3% | -4.0% |
| 30D | +9.5% | -2.0% | +11.5% | +11.4% |
| 3M | -4.7% | -5.1% | +0.4% | -0.2% |
| 6M | -10.7% | -0.7% | -10.0% | -10.5% |
| YTD | -16.6% | +11.0% | -27.6% | -24.8% |
| 1Y | -15.4% | +12.4% | -27.8% | -24.6% |
| 3Y | +15.9% | +69.8% | -53.8% | -31.9% |
| 5Y | +27.1% | +48.2% | -21.0% | -12.0% |
| All | +27.1% | +48.7% | -21.5% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling