+27.4%
MLM vs VO
+36.2%
-8.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.4% |
| 7D | -2.0% | +2.9% | -4.9% | -4.9% |
| 30D | +9.5% | +1.0% | +8.5% | +8.5% |
| 3M | -4.7% | -1.7% | -3.0% | -2.9% |
| 6M | -10.7% | +6.7% | -17.4% | -16.3% |
| YTD | -16.6% | +14.0% | -30.5% | -26.7% |
| 1Y | -15.4% | +13.7% | -29.1% | -25.5% |
| 3Y | +15.9% | +65.8% | -49.9% | -31.0% |
| All | +27.4% | +36.2% | -8.8% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling