+513.4%
MLM vs VIG
+623.5%
-110.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.7% |
| 7D | -2.9% | -0.4% | -2.5% | -2.4% |
| 30D | -6.8% | -1.0% | -5.9% | -5.7% |
| 3M | -11.2% | +2.8% | -14.0% | -14.0% |
| 6M | -21.8% | +8.2% | -30.0% | -28.8% |
| YTD | -17.0% | +11.0% | -28.0% | -26.7% |
| 1Y | -16.4% | +16.1% | -32.5% | -30.2% |
| 3Y | +14.5% | +56.2% | -41.7% | -33.7% |
| 5Y | +41.7% | +63.0% | -21.2% | -21.1% |
| 10Y | +200.0% | +241.4% | -41.4% | -34.1% |
| All | +513.4% | +623.5% | -110.1% | -48.3% |
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 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