+143.4%
MLM vs VIG
+259.6%
-116.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.8% |
| 7D | -2.9% | +1.0% | -3.8% | -3.9% |
| 30D | +10.4% | +4.5% | +5.9% | +5.1% |
| 3M | -3.7% | +2.1% | -5.8% | -5.8% |
| 6M | -10.3% | +10.5% | -20.7% | -19.7% |
| YTD | -14.8% | +15.1% | -29.9% | -27.1% |
| 1Y | -13.9% | +16.9% | -30.8% | -27.5% |
| 3Y | +18.4% | +65.6% | -47.2% | -33.3% |
| 5Y | +31.8% | +64.4% | -32.6% | -24.2% |
| 10Y | +143.4% | +260.6% | -117.2% | -44.3% |
| All | +143.4% | +259.6% | -116.2% | -44.3% |
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