+30.5%
MLM vs VIG
+65.3%
-34.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.7% |
| 7D | -5.8% | -0.3% | -5.5% | -5.4% |
| 30D | +9.8% | +4.9% | +4.9% | +3.7% |
| 3M | -5.2% | +2.9% | -8.1% | -8.4% |
| 6M | -10.3% | +11.2% | -21.5% | -21.0% |
| YTD | -15.5% | +16.0% | -31.4% | -29.1% |
| 1Y | -15.0% | +17.0% | -32.0% | -29.5% |
| 3Y | +17.5% | +66.9% | -49.4% | -37.9% |
| 5Y | +30.5% | +65.8% | -35.3% | -28.9% |
| All | +30.5% | +65.3% | -34.7% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling