+28.3%
MLM vs VLTO
+56.3%
-28.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -2.9% | +1.6% | -4.5% | -3.4% |
| 30D | +10.4% | +22.0% | -11.5% | +2.2% |
| 3M | -3.7% | +21.9% | -25.6% | -10.9% |
| 6M | -10.3% | +36.5% | -46.8% | -20.3% |
| YTD | -14.8% | +19.0% | -33.8% | -20.8% |
| 1Y | -13.9% | +21.0% | -34.9% | -20.6% |
| 3Y | +18.4% | +69.9% | -51.5% | -0.4% |
| All | +28.3% | +56.3% | -28.1% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling