+181.2%
MLM vs VO
+196.6%
-15.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -4.1% | -2.6% | -1.6% | -1.4% |
| 30D | +8.2% | -0.9% | +9.1% | +9.4% |
| 3M | -3.6% | -3.0% | -0.6% | -0.3% |
| 6M | -15.6% | +2.2% | -17.8% | -17.2% |
| YTD | -16.4% | +10.6% | -27.0% | -24.5% |
| 1Y | -14.3% | +12.5% | -26.9% | -24.0% |
| 3Y | +19.3% | +61.4% | -42.1% | -28.1% |
| 5Y | +29.6% | +33.4% | -3.8% | -3.9% |
| All | +181.2% | +196.6% | -15.3% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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