-15.0%
MLM vs VIG
+17.7%
-32.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -2.0% |
| 7D | -5.8% | -0.3% | -5.5% | -5.2% |
| 30D | +9.8% | +4.9% | +4.9% | +2.1% |
| 3M | -5.2% | +2.9% | -8.1% | -9.2% |
| 6M | -10.3% | +11.2% | -21.5% | -23.5% |
| YTD | -15.5% | +16.0% | -31.4% | -32.2% |
| 1Y | -15.0% | +17.0% | -32.0% | -32.6% |
| All | -15.0% | +17.7% | -32.8% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling