+21.5%
MLM vs VLTO
+68.7%
-47.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.0% |
| 7D | -1.2% | +12.0% | -13.2% | -5.7% |
| 30D | +7.9% | +20.8% | -12.9% | 0.0% |
| 3M | -4.5% | +20.1% | -24.6% | -11.3% |
| 6M | -12.6% | +32.6% | -45.3% | -22.0% |
| YTD | -14.9% | +17.3% | -32.2% | -20.6% |
| 1Y | -13.1% | +17.3% | -30.4% | -19.0% |
| All | +21.5% | +68.7% | -47.1% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling