+153.5%
MLM vs VIG
+267.0%
-113.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | 0.0% | -0.3% |
| 7D | -3.8% | +0.4% | -4.3% | -4.2% |
| 30D | +11.0% | +4.3% | +6.7% | +5.9% |
| 3M | -3.1% | +2.0% | -5.1% | -5.1% |
| 6M | -9.8% | +10.2% | -20.0% | -19.0% |
| YTD | -14.4% | +14.8% | -29.1% | -26.5% |
| 1Y | -12.6% | +17.5% | -30.0% | -26.8% |
| 3Y | +19.7% | +67.4% | -47.7% | -33.4% |
| 5Y | +29.8% | +63.4% | -33.6% | -24.8% |
| 10Y | +153.5% | +259.9% | -106.4% | -41.7% |
| All | +153.5% | +267.0% | -113.5% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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