+25.7%
MLM vs VIG
+59.0%
-33.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.4% |
| 7D | -4.1% | -1.8% | -2.3% | -1.9% |
| 30D | +8.2% | +2.7% | +5.5% | +4.9% |
| 3M | -3.6% | 0.0% | -3.6% | -3.4% |
| 6M | -15.6% | +6.8% | -22.3% | -21.8% |
| YTD | -16.4% | +12.1% | -28.5% | -26.9% |
| 1Y | -14.3% | +14.8% | -29.2% | -27.2% |
| 3Y | +19.3% | +62.4% | -43.1% | -34.9% |
| All | +25.7% | +59.0% | -33.3% | -28.1% |
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