+517.4%
MLM vs VIG
+630.3%
-112.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.3% |
| 3Y | +19.3% | +62.4% | -43.1% | -34.2% |
| 5Y | +29.6% | +59.6% | -30.0% | -25.9% |
| 10Y | +189.9% | +261.5% | -71.5% | -40.6% |
| All | +517.4% | +630.3% | -112.9% | -48.5% |
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