+25.7%
MLM vs VEU
+45.1%
-19.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.0% |
| 7D | -4.1% | -1.6% | -2.5% | -2.6% |
| 30D | +8.2% | -4.3% | +12.5% | +12.4% |
| 3M | -3.6% | -5.8% | +2.3% | +1.6% |
| 6M | -15.6% | -4.4% | -11.2% | -12.5% |
| YTD | -16.4% | +8.7% | -25.1% | -23.3% |
| 1Y | -14.3% | +12.6% | -27.0% | -23.9% |
| 3Y | +19.3% | +65.2% | -45.9% | -28.2% |
| All | +25.7% | +45.1% | -19.4% | -11.3% |
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 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