+143.4%
MLM vs VO
+197.4%
-53.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.9% | -0.2% | -2.7% | -2.6% |
| 30D | +10.4% | +0.5% | +10.0% | +10.0% |
| 3M | -3.7% | -1.1% | -2.6% | -2.5% |
| 6M | -10.3% | +6.4% | -16.6% | -15.7% |
| YTD | -14.8% | +13.5% | -28.4% | -25.1% |
| 1Y | -13.9% | +13.6% | -27.5% | -24.3% |
| 3Y | +18.4% | +65.2% | -46.8% | -30.3% |
| 5Y | +31.8% | +37.7% | -5.9% | -5.5% |
| 10Y | +143.4% | +198.4% | -55.0% | -29.6% |
| All | +143.4% | +197.4% | -53.9% | -29.6% |
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