+153.5%
MLM vs VO
+206.8%
-53.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.3% | -0.4% |
| 7D | -3.8% | -0.1% | -3.7% | -3.6% |
| 30D | +11.0% | +0.5% | +10.5% | +10.5% |
| 3M | -3.1% | -1.0% | -2.0% | -1.9% |
| 6M | -9.8% | +6.4% | -16.2% | -15.3% |
| YTD | -14.4% | +13.6% | -28.0% | -24.8% |
| 1Y | -12.6% | +14.5% | -27.0% | -23.8% |
| 3Y | +19.7% | +67.2% | -47.5% | -30.4% |
| 5Y | +29.8% | +36.1% | -6.3% | -5.7% |
| 10Y | +153.5% | +199.3% | -45.8% | -27.2% |
| All | +153.5% | +206.8% | -53.3% | -27.2% |
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