+529.0%
MLM vs VIG
+633.1%
-104.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.3% | -1.8% | -1.0% |
| 7D | -1.2% | -2.0% | +0.7% | +1.3% |
| 30D | +7.9% | +2.7% | +5.2% | +4.6% |
| 3M | -4.5% | +0.3% | -4.8% | -4.7% |
| 6M | -12.6% | +7.6% | -20.2% | -19.9% |
| YTD | -14.9% | +12.5% | -27.4% | -25.9% |
| 1Y | -13.1% | +14.8% | -27.9% | -26.2% |
| 3Y | +21.2% | +63.2% | -42.0% | -33.5% |
| 5Y | +32.0% | +60.2% | -28.2% | -24.9% |
| 10Y | +195.3% | +262.8% | -67.5% | -39.8% |
| All | +529.0% | +633.1% | -104.1% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling