+400.1%
MLM vs VEU
+192.1%
+208.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.7% |
| 7D | -2.9% | +1.1% | -4.1% | -3.9% |
| 30D | -6.8% | +2.2% | -9.0% | -8.6% |
| 3M | -11.2% | +3.0% | -14.2% | -13.8% |
| 6M | -21.8% | +10.9% | -32.7% | -29.0% |
| YTD | -17.0% | +18.2% | -35.2% | -28.8% |
| 1Y | -16.4% | +28.3% | -44.6% | -33.4% |
| 3Y | +14.5% | +74.6% | -60.1% | -31.1% |
| 5Y | +41.7% | +56.4% | -14.6% | -5.6% |
| 10Y | +200.0% | +153.0% | +47.0% | +32.5% |
| All | +400.1% | +192.1% | +208.0% | +93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling